-12.2%
TLT vs WELL
+464.2%
-476.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.5% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.2% | +6.8% | -4.6% | +2.1% |
| 3M | -1.7% | +6.7% | -8.5% | -1.8% |
| 6M | -4.0% | +13.8% | -17.8% | -4.1% |
| YTD | -4.9% | +33.8% | -38.8% | -5.3% |
| 1Y | -7.4% | +29.6% | -37.0% | -7.7% |
| 3Y | +3.0% | +203.1% | -200.0% | +2.1% |
| 5Y | -35.1% | +223.8% | -258.9% | -35.7% |
| All | -12.2% | +464.2% | -476.5% | -15.7% |
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