+128.5%
TLT vs WELL
+2,726.1%
-2,597.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +3.7% | +7.8% | -4.1% | +3.9% |
| 3M | -0.8% | +10.2% | -11.0% | -0.4% |
| 6M | -3.6% | +16.4% | -19.9% | -3.0% |
| YTD | -3.9% | +35.2% | -39.1% | -2.9% |
| 1Y | -6.2% | +30.5% | -36.7% | -5.3% |
| 3Y | +4.2% | +206.1% | -201.9% | +8.7% |
| 5Y | -34.7% | +228.3% | -262.9% | -31.5% |
| 10Y | -11.8% | +468.3% | -480.1% | -3.0% |
| All | +128.5% | +2,726.1% | -2,597.6% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling