+332.6%
WELL vs CSGP
+45.2%
+287.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.4% |
| 7D | -0.8% | -4.1% | +3.3% | +0.3% |
| 30D | -0.1% | +2.3% | -2.4% | -1.0% |
| 3M | +18.0% | -8.2% | +26.2% | +19.9% |
| 6M | +15.0% | -35.1% | +50.1% | +28.2% |
| YTD | +28.6% | -54.0% | +82.6% | +57.0% |
| 1Y | +42.9% | -65.3% | +108.2% | +90.2% |
| 3Y | +203.0% | -62.6% | +265.6% | +281.0% |
| 5Y | +206.9% | -64.8% | +271.7% | +282.9% |
| All | +332.6% | +45.2% | +287.4% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling