+317.8%
TMUS vs WELL
+340.0%
-22.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -5.3% | -1.1% | -4.2% | -5.1% |
| 30D | +0.1% | +0.7% | -0.7% | -0.1% |
| 3M | -0.6% | +14.5% | -15.1% | -3.5% |
| 6M | -17.5% | +14.4% | -32.0% | -20.1% |
| YTD | -11.3% | +28.5% | -39.7% | -16.2% |
| 1Y | -25.4% | +41.8% | -67.2% | -31.1% |
| 3Y | +35.5% | +202.8% | -167.3% | +6.6% |
| 5Y | +41.9% | +208.8% | -166.9% | +10.0% |
| 10Y | +317.8% | +356.5% | -38.7% | +202.5% |
| All | +317.8% | +340.0% | -22.2% | +202.5% |
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