+320.5%
TMUS vs WELL
+1,177.1%
-856.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.8% |
| 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% | -2.3% |
| 6M | -16.5% | +15.0% | -31.5% | -20.5% |
| YTD | -9.2% | +28.6% | -37.8% | -16.6% |
| 1Y | -26.5% | +42.9% | -69.4% | -34.9% |
| 3Y | +39.0% | +203.0% | -164.0% | -3.9% |
| 5Y | +40.4% | +206.9% | -166.5% | -5.2% |
| 10Y | +303.7% | +339.5% | -35.8% | +115.0% |
| All | +320.5% | +1,177.1% | -856.6% | +25.8% |
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