+201.1%
WELL vs CRH
+93.9%
+107.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.3% |
| 7D | -0.2% | -6.1% | +5.8% | +1.1% |
| 30D | +2.3% | -9.3% | +11.6% | +4.4% |
| 3M | +12.3% | -15.2% | +27.5% | +16.0% |
| 6M | +15.6% | -14.2% | +29.8% | +18.6% |
| YTD | +28.3% | -28.3% | +56.6% | +36.7% |
| 1Y | +41.9% | -21.8% | +63.7% | +47.5% |
| 3Y | +198.3% | +71.6% | +126.7% | +134.7% |
| All | +201.1% | +93.9% | +107.2% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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