+283.6%
TJX vs WELL
+356.7%
-73.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | -17.2% | +2.3% | -19.5% | -17.9% |
| 3M | -24.9% | +12.3% | -37.2% | -28.1% |
| 6M | -19.7% | +15.6% | -35.2% | -24.2% |
| YTD | -17.2% | +28.3% | -45.5% | -24.9% |
| 1Y | -9.4% | +41.9% | -51.3% | -21.0% |
| 3Y | +43.1% | +198.3% | -155.3% | -6.3% |
| 5Y | +96.7% | +206.4% | -109.7% | +25.2% |
| All | +283.6% | +356.7% | -73.1% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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