+1,047.6%
WELL vs CVE
+62.8%
+984.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.5% |
| 7D | +5.3% | -14.1% | +19.3% | +8.0% |
| 30D | +8.7% | -11.6% | +20.3% | +10.9% |
| 3M | +3.8% | 0.0% | +3.8% | +3.4% |
| 6M | +15.4% | -8.4% | +23.7% | +16.2% |
| YTD | +33.7% | +65.9% | -32.3% | +19.9% |
| 1Y | +33.6% | +69.4% | -35.8% | +19.3% |
| 3Y | +194.2% | +55.9% | +138.3% | +160.2% |
| 5Y | +227.0% | +146.2% | +80.9% | +152.6% |
| 10Y | +430.7% | +140.6% | +290.1% | +233.2% |
| All | +1,047.6% | +62.8% | +984.8% | +642.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 all: compounded portfolio wealth divided by compounded CVE 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…
all analysis · Full analysis span regression · 6 months rolling