+29.8%
WELL vs CRS
-14.1%
+43.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.1% |
| 7D | +0.1% | +4.8% | -4.6% | -0.1% |
| 30D | +5.7% | -23.2% | +28.8% | +6.3% |
| 3M | +4.6% | -45.5% | +50.1% | +7.2% |
| 6M | +11.9% | -33.1% | +45.0% | +12.1% |
| YTD | +33.6% | -7.2% | +40.8% | +31.5% |
| 1Y | +29.8% | -10.0% | +39.8% | +27.5% |
| All | +29.8% | -14.1% | +43.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling