+212.9%
WELL vs CSGP
-64.7%
+277.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.7% |
| 7D | -0.8% | -4.1% | +3.3% | -0.2% |
| 30D | -0.1% | +2.3% | -2.4% | -0.5% |
| 3M | +18.0% | -8.2% | +26.2% | +19.0% |
| 6M | +15.0% | -35.1% | +50.1% | +21.5% |
| YTD | +28.6% | -54.0% | +82.6% | +42.9% |
| 1Y | +42.9% | -65.3% | +108.2% | +66.9% |
| 3Y | +203.0% | -62.6% | +265.6% | +243.2% |
| All | +212.9% | -64.7% | +277.6% | +223.7% |
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