+257.0%
WELL vs CTVA
+210.9%
+46.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.2% | -4.7% | +2.4% | -0.4% |
| 30D | +4.7% | +11.1% | -6.4% | +0.3% |
| 3M | +11.9% | +13.7% | -1.8% | +5.6% |
| 6M | +14.3% | +11.2% | +3.1% | +8.5% |
| YTD | +28.4% | +26.9% | +1.5% | +15.2% |
| 1Y | +42.3% | +18.8% | +23.5% | +30.3% |
| 3Y | +202.6% | +75.9% | +126.6% | +124.5% |
| 5Y | +206.5% | +105.2% | +101.3% | +100.7% |
| All | +257.0% | +210.9% | +46.1% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CTVA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling