-18.4%
TSCO vs WELL
+201.0%
-219.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -3.1% | -2.2% | -0.9% | -2.5% |
| 30D | -4.4% | +4.7% | -9.0% | -5.6% |
| 3M | +9.7% | +11.9% | -2.3% | +6.3% |
| 6M | -32.4% | +14.3% | -46.7% | -35.2% |
| YTD | -31.7% | +28.4% | -60.0% | -37.1% |
| 1Y | -41.3% | +42.3% | -83.6% | -47.9% |
| All | -18.4% | +201.0% | -219.4% | -44.5% |
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 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