+443.3%
WELL vs CTAS
+817.6%
-374.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +0.1% | +0.5% | -0.3% | -0.2% |
| 30D | +6.8% | +10.2% | -3.4% | +1.1% |
| 3M | +6.7% | +12.1% | -5.4% | -0.1% |
| 6M | +13.8% | +38.3% | -24.5% | -6.5% |
| YTD | +33.8% | +21.9% | +11.9% | +17.8% |
| 1Y | +29.6% | +24.0% | +5.6% | +12.7% |
| 3Y | +203.1% | +75.1% | +127.9% | +105.5% |
| 5Y | +223.8% | +116.9% | +106.9% | +87.4% |
| All | +443.3% | +817.6% | -374.3% | +92.6% |
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