+194.7%
WELL vs CTAS
+75.4%
+119.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | +4.4% | +1.2% | +3.3% | +4.1% |
| 30D | +10.8% | +12.8% | -2.0% | +6.9% |
| 3M | +4.2% | +10.3% | -6.1% | +1.1% |
| 6M | +14.0% | +32.0% | -18.0% | +4.3% |
| YTD | +33.4% | +19.1% | +14.3% | +25.8% |
| 1Y | +32.4% | +21.5% | +10.9% | +23.9% |
| 3Y | +194.7% | +76.0% | +118.7% | +140.4% |
| All | +194.7% | +75.4% | +119.3% | +140.4% |
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