-20.8%
TLT vs WELL
+356.9%
-377.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -1.6% | -2.2% | +0.7% | -1.5% |
| 30D | -1.3% | +4.7% | -6.0% | -1.4% |
| 3M | -3.7% | +11.9% | -15.7% | -3.9% |
| 6M | -6.4% | +14.3% | -20.6% | -6.6% |
| YTD | -4.5% | +28.4% | -32.8% | -4.9% |
| 1Y | -5.9% | +42.3% | -48.2% | -6.4% |
| 3Y | -2.8% | +202.6% | -205.4% | -4.0% |
| 5Y | -35.1% | +206.5% | -241.6% | -35.9% |
| All | -20.8% | +356.9% | -377.7% | -21.4% |
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