+442.3%
WELL vs CSGP
+65.8%
+376.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -0.9% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | +5.7% | +2.8% | +2.8% | +4.2% |
| 3M | +4.6% | -6.3% | +11.0% | +5.3% |
| 6M | +11.9% | -3.2% | +15.0% | +10.8% |
| YTD | +33.6% | -54.0% | +87.5% | +61.2% |
| 1Y | +29.8% | -54.8% | +84.6% | +57.2% |
| 3Y | +202.2% | -60.6% | +262.7% | +269.3% |
| 5Y | +223.2% | -62.6% | +285.9% | +292.1% |
| All | +442.3% | +65.8% | +376.5% | +427.8% |
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