+225.8%
WELL vs CRL
-10.4%
+236.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -0.9% |
| 7D | +4.4% | -6.1% | +10.5% | +4.9% |
| 30D | +10.8% | +12.4% | -1.6% | +9.3% |
| 3M | +4.2% | +27.1% | -22.9% | +1.5% |
| 6M | +14.0% | +85.7% | -71.7% | +6.6% |
| YTD | +33.4% | +69.2% | -35.8% | +25.3% |
| 1Y | +32.4% | +97.5% | -65.1% | +21.7% |
| 3Y | +194.7% | +86.1% | +108.6% | +163.2% |
| All | +225.8% | -10.4% | +236.2% | +227.8% |
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