+18,665.9%
WELL vs CP
+7,669.4%
+10,996.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.8% | -2.7% | +1.9% | -0.1% |
| 30D | -0.1% | +0.2% | -0.2% | -0.2% |
| 3M | +18.0% | +2.6% | +15.5% | +17.0% |
| 6M | +15.0% | +6.0% | +9.0% | +12.7% |
| YTD | +28.6% | +24.9% | +3.7% | +19.8% |
| 1Y | +42.9% | +20.1% | +22.8% | +34.4% |
| 3Y | +203.0% | +16.4% | +186.6% | +183.1% |
| 5Y | +206.9% | +31.7% | +175.1% | +173.6% |
| 10Y | +339.5% | +223.9% | +115.6% | +204.6% |
| All | +18,665.9% | +7,669.4% | +10,996.4% | +6,673.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling