+198.7%
WELL vs CHTR
-68.4%
+267.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.1% | +7.6% | -0.1% |
| 7D | -1.1% | -15.8% | +14.6% | -0.2% |
| 30D | +0.7% | -12.7% | +13.4% | +1.4% |
| 3M | +14.5% | -1.1% | +15.6% | +14.2% |
| 6M | +14.4% | -39.9% | +54.3% | +17.4% |
| YTD | +28.5% | -35.9% | +64.3% | +30.8% |
| 1Y | +41.8% | -49.2% | +90.9% | +47.5% |
| All | +198.7% | -68.4% | +267.1% | +240.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling