-33.3%
TLT vs WELL
+207.3%
-240.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.4% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | -0.6% | -0.1% | -0.5% | -0.6% |
| 3M | -2.7% | +18.0% | -20.8% | -4.6% |
| 6M | -5.6% | +15.0% | -20.6% | -7.2% |
| YTD | -2.8% | +28.6% | -31.4% | -5.7% |
| 1Y | -1.4% | +42.9% | -44.4% | -5.6% |
| 3Y | -1.6% | +203.0% | -204.6% | -13.2% |
| All | -33.3% | +207.3% | -240.6% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling