+356.5%
WELL vs CHD
+123.8%
+232.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.1% | -4.2% | +3.0% | 0.0% |
| 30D | +0.7% | -7.6% | +8.3% | +2.8% |
| 3M | +14.5% | -1.6% | +16.1% | +14.9% |
| 6M | +14.4% | -6.3% | +20.7% | +16.1% |
| YTD | +28.5% | +14.6% | +13.9% | +23.3% |
| 1Y | +41.8% | +1.6% | +40.2% | +40.3% |
| 3Y | +202.8% | +3.1% | +199.7% | +196.8% |
| 5Y | +208.8% | +21.1% | +187.7% | +186.0% |
| 10Y | +356.5% | +128.6% | +227.9% | +240.8% |
| All | +356.5% | +123.8% | +232.7% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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