+225.8%
WELL vs CPRT
-17.4%
+243.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.2% |
| 7D | +4.4% | +6.0% | -1.6% | +3.2% |
| 30D | +10.8% | +20.0% | -9.2% | +6.7% |
| 3M | +4.2% | +10.1% | -5.9% | +1.7% |
| 6M | +14.0% | -4.3% | +18.3% | +14.3% |
| YTD | +33.4% | -18.4% | +51.8% | +38.2% |
| 1Y | +32.4% | -20.1% | +52.5% | +37.7% |
| 3Y | +194.7% | -30.4% | +225.1% | +209.3% |
| All | +225.8% | -17.4% | +243.3% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling