+208.8%
WELL vs CPNG
-52.6%
+261.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | -1.1% | -7.6% | +6.4% | -0.7% |
| 30D | +0.7% | -8.8% | +9.6% | +1.2% |
| 3M | +14.5% | -7.2% | +21.7% | +14.6% |
| 6M | +14.4% | -21.5% | +35.9% | +15.5% |
| YTD | +28.5% | -37.4% | +65.9% | +31.7% |
| 1Y | +41.8% | -54.3% | +96.1% | +48.6% |
| 3Y | +202.8% | -20.3% | +223.1% | +201.8% |
| 5Y | +208.8% | -51.2% | +260.0% | +194.4% |
| All | +208.8% | -52.6% | +261.4% | +194.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling