+4,855.5%
WELL vs CHRW
+3,527.3%
+1,328.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.4% |
| 7D | +4.4% | +0.6% | +3.9% | +4.3% |
| 30D | +10.8% | -7.3% | +18.1% | +12.4% |
| 3M | +4.2% | -14.2% | +18.4% | +7.3% |
| 6M | +14.0% | -25.1% | +39.1% | +20.2% |
| YTD | +33.4% | -21.2% | +54.6% | +37.4% |
| 1Y | +32.4% | -14.2% | +46.6% | +33.3% |
| 3Y | +194.7% | +63.5% | +131.2% | +143.7% |
| 5Y | +226.5% | +49.6% | +176.9% | +171.1% |
| 10Y | +429.8% | +129.4% | +300.5% | +282.3% |
| All | +4,855.5% | +3,527.3% | +1,328.2% | +2,126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling