+2,737.0%
TSLA vs WELL
+340.0%
+2,397.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +3.0% | -1.1% | +4.2% | +3.5% |
| 30D | +11.2% | +0.7% | +10.4% | +10.8% |
| 3M | -7.3% | +14.5% | -21.8% | -12.3% |
| 6M | -7.7% | +14.4% | -22.1% | -13.1% |
| YTD | -18.2% | +28.5% | -46.7% | -26.4% |
| 1Y | +6.0% | +41.8% | -35.8% | -8.2% |
| 3Y | +48.0% | +202.8% | -154.8% | -3.8% |
| 5Y | +46.2% | +208.8% | -162.6% | -7.2% |
| 10Y | +2,737.0% | +356.5% | +2,380.5% | +1,318.9% |
| All | +2,737.0% | +340.0% | +2,397.0% | +1,318.9% |
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