California Wellesley - 10 yr

The chart shows the growth of an initial investment of $10,000 in California Wellesley - 10 yr , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 13, 2026, the California Wellesley - 10 yr returned 9.72% Year-To-Date and 7.24% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 20, 2011, California Wellesley - 10 yr 's average daily return is +0.02%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +6.5%, while the worst month was Mar 2020 at -6.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, California Wellesley - 10 yr closed higher 69% of trading days. The best single day was Mar 26, 2020 with a return of +3.9%, while the worst single day was Mar 12, 2020 at -5.2%.

California Wellesley - 10 yr has an annualized alpha of 2.62%, beta of 0.36, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (43.34%) than losses (42.64%) - typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 2.62% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 0.36 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

California Wellesley - 10 yr has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

California Wellesley - 10 yr ranks 89 for risk / return — in the top 89% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current California Wellesley - 10 yr Sharpe ratio is 2.82 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of California Wellesley - 10 yr compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

California Wellesley - 10 yr provided a 2.86% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the California Wellesley - 10 yr . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the California Wellesley - 10 yr was 18.88%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.

The chart below shows the rolling one-month volatility.