+208.8%
WELL vs CTVA
+103.5%
+105.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.3% |
| 7D | -1.1% | -5.8% | +4.7% | 0.0% |
| 30D | +0.7% | +11.1% | -10.3% | -1.4% |
| 3M | +14.5% | +13.2% | +1.3% | +11.3% |
| 6M | +14.4% | +8.7% | +5.7% | +12.0% |
| YTD | +28.5% | +27.3% | +1.2% | +21.6% |
| 1Y | +41.8% | +18.0% | +23.8% | +36.1% |
| 3Y | +202.8% | +76.5% | +126.3% | +160.0% |
| 5Y | +208.8% | +105.1% | +103.7% | +160.5% |
| All | +208.8% | +103.5% | +105.3% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling