+3,125.8%
TSLA vs WELL
+463.2%
+2,662.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +6.3% | +5.7% | +0.6% | +4.0% |
| 3M | +14.8% | +4.6% | +10.2% | +12.6% |
| 6M | -12.4% | +11.9% | -24.2% | -16.7% |
| YTD | -13.2% | +33.6% | -46.8% | -23.2% |
| 1Y | -2.9% | +29.8% | -32.7% | -13.2% |
| 3Y | +74.4% | +202.2% | -127.7% | +12.9% |
| 5Y | +13.3% | +223.2% | -209.9% | -29.3% |
| All | +3,125.8% | +463.2% | +2,662.7% | +1,426.3% |
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 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