+455.3%
WELL vs CHRW
+131.6%
+323.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -2.0% | +0.4% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +9.7% | -9.4% | +19.1% | +11.4% |
| 3M | +4.8% | -13.3% | +18.1% | +7.0% |
| 6M | +16.1% | -24.2% | +40.2% | +20.7% |
| YTD | +34.7% | -18.9% | +53.6% | +36.7% |
| 1Y | +31.9% | -12.4% | +44.3% | +31.5% |
| 3Y | +209.9% | +72.2% | +137.6% | +154.8% |
| 5Y | +226.5% | +53.4% | +173.2% | +170.8% |
| 10Y | +455.3% | +127.0% | +328.3% | +313.2% |
| All | +455.3% | +131.6% | +323.7% | +313.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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