+6,195.8%
WELL vs CRL
+1,630.9%
+4,565.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.8% | -8.0% | -1.7% |
| 7D | +4.4% | -6.1% | +10.5% | +5.4% |
| 30D | +10.8% | +12.4% | -1.6% | +7.8% |
| 3M | +4.2% | +27.1% | -22.9% | -1.3% |
| 6M | +14.0% | +85.7% | -71.7% | -0.5% |
| YTD | +33.4% | +69.2% | -35.8% | +17.2% |
| 1Y | +32.4% | +97.5% | -65.1% | +12.4% |
| 3Y | +194.7% | +86.1% | +108.6% | +140.6% |
| 5Y | +226.5% | -10.0% | +236.5% | +206.6% |
| 10Y | +429.8% | +395.0% | +34.9% | +236.3% |
| All | +6,195.8% | +1,630.9% | +4,565.0% | +3,196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling