-1.5%
TSCO vs WELL
+204.0%
-205.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +11.3% | +5.7% | +5.7% | +9.7% |
| 3M | +1.5% | +4.6% | -3.2% | +0.1% |
| 6M | +24.0% | +11.9% | +12.1% | +20.0% |
| YTD | -25.7% | +33.6% | -59.3% | -32.4% |
| 1Y | -33.6% | +29.8% | -63.3% | -38.9% |
| 3Y | -1.5% | +202.2% | -203.7% | -33.8% |
| All | -1.5% | +204.0% | -205.6% | -33.8% |
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 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