+194.7%
WELL vs CRL
+86.4%
+108.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -0.3% |
| 7D | +4.4% | -6.1% | +10.5% | +4.5% |
| 30D | +10.8% | +12.4% | -1.6% | +10.4% |
| 3M | +4.2% | +27.1% | -22.9% | +3.6% |
| 6M | +14.0% | +85.7% | -71.7% | +12.3% |
| YTD | +33.4% | +69.2% | -35.8% | +31.7% |
| 1Y | +32.4% | +97.5% | -65.1% | +29.5% |
| 3Y | +194.7% | +86.1% | +108.6% | +184.7% |
| All | +194.7% | +86.4% | +108.3% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling