+18,665.9%
WELL vs CRS
+10,171.0%
+8,494.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.7% | -2.4% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -0.1% | -16.6% | +16.6% | +3.8% |
| 3M | +18.0% | -3.5% | +21.5% | +18.1% |
| 6M | +15.0% | +15.4% | -0.4% | +9.9% |
| YTD | +28.6% | +51.2% | -22.6% | +15.2% |
| 1Y | +42.9% | +98.3% | -55.4% | +19.2% |
| 3Y | +203.0% | +651.5% | -448.5% | +77.6% |
| 5Y | +206.9% | +1,411.1% | -1,204.2% | +46.2% |
| 10Y | +339.5% | +1,424.3% | -1,084.9% | +89.8% |
| All | +18,665.9% | +10,171.0% | +8,494.9% | +5,471.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling