+8,094.7%
TMO vs WELL
+18,912.8%
-10,818.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | +1.5% | +0.5% | +1.0% | +1.3% |
| 3M | +28.5% | +19.1% | +9.5% | +23.8% |
| 6M | +20.4% | +17.0% | +3.4% | +16.0% |
| YTD | +4.3% | +29.2% | -24.9% | -1.8% |
| 1Y | +24.1% | +42.1% | -18.0% | +14.3% |
| 3Y | +17.5% | +204.5% | -187.1% | -8.9% |
| 5Y | +6.8% | +211.0% | -204.2% | -18.4% |
| 10Y | +311.9% | +337.6% | -25.7% | +170.5% |
| All | +8,094.7% | +18,912.8% | -10,818.1% | +2,951.0% |
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