+181.2%
TSCO vs WELL
+356.7%
-175.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.7% | -0.2% | -5.4% | -5.6% |
| 30D | -8.8% | +2.3% | -11.1% | -9.2% |
| 3M | +6.3% | +12.3% | -5.9% | +4.0% |
| 6M | -32.3% | +15.6% | -47.8% | -34.2% |
| YTD | -32.7% | +28.3% | -61.0% | -36.0% |
| 1Y | -43.7% | +41.9% | -85.6% | -47.4% |
| 3Y | -19.7% | +198.3% | -218.0% | -34.5% |
| 5Y | -11.6% | +206.4% | -218.0% | -28.9% |
| All | +181.2% | +356.7% | -175.5% | +108.7% |
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