+202.2%
WELL vs CTAS
+74.7%
+127.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.1% | +2.0% | -1.9% | -0.5% |
| 30D | +5.7% | +8.7% | -3.0% | +3.0% |
| 3M | +4.6% | +13.3% | -8.6% | +0.7% |
| 6M | +11.9% | +39.4% | -27.5% | +0.5% |
| YTD | +33.6% | +21.5% | +12.1% | +25.1% |
| 1Y | +29.8% | +21.9% | +7.9% | +21.3% |
| 3Y | +202.2% | +73.6% | +128.5% | +143.4% |
| All | +202.2% | +74.7% | +127.4% | +143.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling