+337.6%
WELL vs CPRT
+411.2%
-73.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.6% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | +0.5% | +9.9% | -9.4% | -3.1% |
| 3M | +19.1% | +5.6% | +13.4% | +15.8% |
| 6M | +17.0% | -13.6% | +30.6% | +22.1% |
| YTD | +29.2% | -16.7% | +45.9% | +36.0% |
| 1Y | +42.1% | -33.1% | +75.3% | +62.3% |
| 3Y | +204.5% | -27.1% | +231.6% | +225.7% |
| 5Y | +211.0% | -9.9% | +220.8% | +194.4% |
| 10Y | +337.6% | +415.3% | -77.7% | +153.5% |
| All | +337.6% | +411.2% | -73.6% | +153.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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