+204.5%
WELL vs CRS
+653.3%
-448.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.7% |
| 7D | -1.3% | -3.1% | +1.7% | -1.1% |
| 30D | +0.5% | -19.6% | +20.1% | +2.2% |
| 3M | +19.1% | -8.1% | +27.2% | +19.5% |
| 6M | +17.0% | +18.6% | -1.6% | +14.5% |
| YTD | +29.2% | +45.9% | -16.7% | +24.1% |
| 1Y | +42.1% | +82.5% | -40.3% | +33.4% |
| 3Y | +204.5% | +648.9% | -444.3% | +129.9% |
| All | +204.5% | +653.3% | -448.7% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling