+421.0%
WELL vs CSGP
+63.3%
+357.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +1.1% |
| 7D | +4.4% | +1.3% | +3.2% | +4.0% |
| 30D | +10.8% | +10.7% | +0.1% | +7.1% |
| 3M | +4.2% | +3.3% | +0.9% | +2.0% |
| 6M | +14.0% | -10.3% | +24.3% | +15.2% |
| YTD | +33.4% | -54.6% | +88.0% | +61.8% |
| 1Y | +32.4% | -54.6% | +87.1% | +60.3% |
| 3Y | +194.7% | -60.3% | +255.1% | +259.1% |
| 5Y | +226.5% | -63.3% | +289.8% | +298.5% |
| All | +421.0% | +63.3% | +357.7% | +378.2% |
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