+206.5%
WELL vs CHTR
-82.1%
+288.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.6% |
| 7D | -2.2% | -7.1% | +4.9% | -1.5% |
| 30D | +4.7% | -10.9% | +15.5% | +5.8% |
| 3M | +11.9% | +2.0% | +9.9% | +11.0% |
| 6M | +14.3% | -35.9% | +50.2% | +18.8% |
| YTD | +28.4% | -32.7% | +61.0% | +32.1% |
| 1Y | +42.3% | -46.6% | +88.8% | +51.4% |
| 3Y | +202.6% | -66.7% | +269.3% | +242.3% |
| 5Y | +206.5% | -82.1% | +288.7% | +275.8% |
| All | +206.5% | -82.1% | +288.6% | +275.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling