+271.6%
WELL vs CTVA
+131.3%
+140.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.1% |
| 7D | +0.1% | -20.8% | +20.9% | +6.9% |
| 30D | +5.7% | -29.6% | +35.3% | +17.7% |
| 3M | +4.6% | -16.9% | +21.5% | +8.2% |
| 6M | +11.9% | -24.3% | +36.1% | +19.2% |
| YTD | +33.6% | -5.6% | +39.2% | +29.6% |
| 1Y | +29.8% | -4.2% | +33.9% | +25.0% |
| 3Y | +202.2% | +43.3% | +158.9% | +133.0% |
| 5Y | +223.2% | +35.7% | +187.5% | +145.8% |
| All | +271.6% | +131.3% | +140.3% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling