+227.0%
WELL vs CSGP
-62.1%
+289.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | +5.3% | +13.9% | -8.6% | +3.3% |
| 30D | +8.7% | +16.0% | -7.3% | +6.2% |
| 3M | +3.8% | +6.1% | -2.3% | +2.4% |
| 6M | +15.4% | -8.2% | +23.5% | +15.8% |
| YTD | +33.7% | -52.3% | +86.0% | +48.2% |
| 1Y | +33.6% | -54.5% | +88.1% | +49.4% |
| 3Y | +194.2% | -58.6% | +252.8% | +228.4% |
| 5Y | +227.0% | -61.5% | +288.5% | +281.8% |
| All | +227.0% | -62.1% | +289.1% | +281.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling