+337.6%
WELL vs CRL
+241.6%
+96.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.0% |
| 7D | -1.3% | -0.6% | -0.8% | -1.2% |
| 30D | +0.5% | +5.0% | -4.4% | -0.6% |
| 3M | +19.1% | +50.6% | -31.5% | +8.5% |
| 6M | +17.0% | +60.9% | -44.0% | +3.8% |
| YTD | +29.2% | +40.7% | -11.5% | +17.5% |
| 1Y | +42.1% | +73.3% | -31.2% | +21.9% |
| 3Y | +204.5% | +40.6% | +164.0% | +160.1% |
| 5Y | +211.0% | -37.0% | +248.0% | +242.3% |
| 10Y | +337.6% | +244.3% | +93.3% | +157.0% |
| All | +337.6% | +241.6% | +96.0% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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