+267.6%
WELL vs CPNG
-76.2%
+343.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | -0.2% | -1.1% | +0.9% | -0.2% |
| 30D | +2.3% | -7.4% | +9.7% | +2.7% |
| 3M | +12.3% | -12.3% | +24.6% | +12.8% |
| 6M | +15.6% | -19.4% | +35.0% | +16.4% |
| YTD | +28.3% | -35.9% | +64.2% | +31.0% |
| 1Y | +41.9% | -53.4% | +95.3% | +47.9% |
| 3Y | +198.3% | -20.0% | +218.3% | +197.7% |
| 5Y | +206.4% | -49.6% | +256.0% | +199.3% |
| All | +267.6% | -76.2% | +343.8% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling