-12.5%
TLT vs WELL
+451.0%
-463.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | +0.3% | +3.5% | -3.2% | +0.2% |
| 30D | +5.1% | +9.7% | -4.6% | +5.0% |
| 3M | -0.2% | +4.8% | -5.0% | -0.3% |
| 6M | -2.9% | +16.1% | -19.0% | -3.1% |
| YTD | -2.7% | +34.7% | -37.4% | -3.1% |
| 1Y | -4.6% | +31.9% | -36.5% | -5.0% |
| 3Y | +6.1% | +209.9% | -203.8% | +5.1% |
| 5Y | -35.1% | +226.5% | -261.7% | -35.8% |
| 10Y | -12.5% | +455.3% | -467.8% | -16.1% |
| All | -12.5% | +451.0% | -463.5% | -16.1% |
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