+455.3%
WELL vs CRL
+400.8%
+54.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | 0.0% |
| 7D | +3.5% | +4.4% | -0.9% | +2.4% |
| 30D | +9.7% | +17.1% | -7.4% | +5.6% |
| 3M | +4.8% | +32.1% | -27.3% | -1.9% |
| 6M | +16.1% | +98.9% | -82.9% | -1.3% |
| YTD | +34.7% | +77.1% | -42.4% | +16.0% |
| 1Y | +31.9% | +110.3% | -78.3% | +8.7% |
| 3Y | +209.9% | +108.5% | +101.4% | +137.5% |
| 5Y | +226.5% | -7.9% | +234.4% | +223.1% |
| 10Y | +455.3% | +368.9% | +86.3% | +210.9% |
| All | +455.3% | +400.8% | +54.4% | +210.9% |
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