+225.8%
WELL vs CTAS
+109.9%
+115.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | +4.4% | +1.2% | +3.3% | +4.0% |
| 30D | +10.8% | +12.8% | -2.0% | +5.8% |
| 3M | +4.2% | +10.3% | -6.1% | +0.2% |
| 6M | +14.0% | +32.0% | -18.0% | +1.4% |
| YTD | +33.4% | +19.1% | +14.3% | +23.5% |
| 1Y | +32.4% | +21.5% | +10.9% | +21.4% |
| 3Y | +194.7% | +76.0% | +118.7% | +120.2% |
| All | +225.8% | +109.9% | +115.9% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling