+131.3%
TLT vs WELL
+2,689.8%
-2,558.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | +4.4% | -4.3% | +0.2% |
| 30D | +6.2% | +10.8% | -4.6% | +6.5% |
| 3M | +0.1% | +4.2% | -4.2% | +0.2% |
| 6M | -3.0% | +14.0% | -17.0% | -2.5% |
| YTD | -2.7% | +33.4% | -36.2% | -1.7% |
| 1Y | -4.8% | +32.4% | -37.3% | -3.9% |
| 3Y | +6.9% | +194.7% | -187.8% | +11.4% |
| 5Y | -34.5% | +226.5% | -260.9% | -31.2% |
| 10Y | -17.3% | +429.8% | -447.1% | -9.4% |
| All | +131.3% | +2,689.8% | -2,558.5% | +203.9% |
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