+228.3%
WELL vs CRS
+864.2%
-635.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.4% |
| 7D | +0.1% | +4.4% | -4.3% | -0.5% |
| 30D | +7.8% | -19.1% | +26.9% | +10.0% |
| 3M | +10.2% | -43.2% | +53.5% | +17.4% |
| 6M | +16.4% | -28.9% | +45.2% | +19.8% |
| YTD | +35.2% | -3.0% | +38.1% | +32.8% |
| 1Y | +30.5% | -5.3% | +35.8% | +28.4% |
| 3Y | +206.1% | +363.5% | -157.5% | +123.3% |
| 5Y | +228.3% | +858.2% | -629.9% | +109.9% |
| All | +228.3% | +864.2% | -635.9% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling