+212.9%
WELL vs CRL
-35.5%
+248.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | -0.1% | +10.7% | -10.7% | -1.1% |
| 3M | +18.0% | +55.3% | -37.3% | +13.0% |
| 6M | +15.0% | +60.7% | -45.7% | +9.2% |
| YTD | +28.6% | +44.6% | -16.0% | +23.3% |
| 1Y | +42.9% | +77.7% | -34.8% | +33.0% |
| 3Y | +203.0% | +37.6% | +165.4% | +185.4% |
| All | +212.9% | -35.5% | +248.4% | +197.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling