California Wellesley

The chart shows the growth of an initial investment of $10,000 in California Wellesley , 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.

Based on dividend-adjusted daily data since Jan 31, 2024, California Wellesley 's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Jan 2026 with a return of +4.7%, while the worst month was Apr 2025 at -4.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, California Wellesley closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +3.5%, while the worst single day was Apr 4, 2025 at -2.8%.

California Wellesley has an annualized alpha of 2.55%, beta of 0.30, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since January 31, 2024.

• This portfolio participated in 47.54% of S&P 500 Index downside but only 40.20% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.30 may look defensive, but with R² of 0.41 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.41 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

California Wellesley 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 ranks 60 for risk / return — better than 60% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

California Wellesley Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 2.73
• All Time: 1.05

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.19 to 3.00, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

California Wellesley provided a 3.29% 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 . 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 was 10.26%, occurring on Apr 8, 2025. Recovery took 165 trading sessions.

The current California Wellesley drawdown is 2.03%.

The chart below shows the rolling one-month volatility.