+268.5%
WELL vs CPNG
-75.9%
+344.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -2.0% |
| 7D | -0.8% | -7.4% | +6.6% | -0.4% |
| 30D | -0.1% | -4.4% | +4.4% | +0.1% |
| 3M | +18.0% | -7.5% | +25.5% | +18.2% |
| 6M | +15.0% | -19.9% | +34.9% | +15.9% |
| YTD | +28.6% | -35.2% | +63.8% | +31.3% |
| 1Y | +42.9% | -46.8% | +89.7% | +47.6% |
| 3Y | +203.0% | -20.2% | +223.2% | +202.4% |
| 5Y | +206.9% | -48.4% | +255.3% | +199.5% |
| All | +268.5% | -75.9% | +344.4% | +254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling