+42.0%
TMUS vs WELL
+207.3%
-165.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.9% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +5.3% | -0.1% | +5.3% | +5.2% |
| 3M | +3.1% | +18.0% | -14.9% | -1.1% |
| 6M | -16.5% | +15.0% | -31.5% | -19.6% |
| YTD | -9.2% | +28.6% | -37.8% | -15.0% |
| 1Y | -26.5% | +42.9% | -69.4% | -33.1% |
| 3Y | +39.0% | +203.0% | -164.0% | +6.6% |
| All | +42.0% | +207.3% | -165.4% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling