+41.9%
WELL vs CHTR
-44.4%
+86.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | -0.2% | -4.1% | +3.9% | -0.2% |
| 30D | +2.3% | -3.0% | +5.3% | +2.3% |
| 3M | +12.3% | +4.8% | +7.5% | +12.1% |
| 6M | +15.6% | -35.0% | +50.6% | +15.5% |
| YTD | +28.3% | -30.2% | +58.5% | +27.8% |
| 1Y | +41.9% | -44.8% | +86.7% | +45.6% |
| All | +41.9% | -44.4% | +86.3% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling