+455.3%
WELL vs CTAS
+848.9%
-393.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | +3.5% | -0.7% | +4.2% | +3.9% |
| 30D | +9.7% | +10.3% | -0.5% | +3.8% |
| 3M | +4.8% | +10.2% | -5.4% | -1.0% |
| 6M | +16.1% | +34.4% | -18.3% | -3.0% |
| YTD | +34.7% | +19.6% | +15.1% | +19.9% |
| 1Y | +31.9% | +21.8% | +10.1% | +15.9% |
| 3Y | +209.9% | +74.1% | +135.7% | +110.7% |
| 5Y | +226.5% | +114.0% | +112.5% | +90.3% |
| 10Y | +455.3% | +813.9% | -358.7% | +97.4% |
| All | +455.3% | +848.9% | -393.6% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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