+21.4%
TMUS vs WELL
+204.0%
-182.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +7.7% | +5.7% | +2.0% | +6.0% |
| 3M | -6.8% | +4.6% | -11.4% | -8.0% |
| 6M | -9.7% | +11.9% | -21.5% | -12.6% |
| YTD | -15.0% | +33.6% | -48.5% | -22.1% |
| 1Y | -19.1% | +29.8% | -48.9% | -25.3% |
| 3Y | +21.4% | +202.2% | -180.7% | -2.4% |
| All | +21.4% | +204.0% | -182.6% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling