-14.7%
TSLA vs WELL
+32.5%
-47.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -4.7% | +3.0% | -7.7% | -4.2% |
| 30D | -0.8% | +10.2% | -11.0% | +0.5% |
| 3M | +14.8% | +6.1% | +8.6% | +15.9% |
| 6M | -11.3% | +16.6% | -28.0% | -9.6% |
| YTD | -15.6% | +35.3% | -50.9% | -16.2% |
| 1Y | -14.7% | +31.5% | -46.2% | -15.0% |
| All | -14.7% | +32.5% | -47.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling