+46.5%
TSLA vs WELL
+215.5%
-169.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.8% |
| 7D | +3.4% | -1.3% | +4.7% | +4.0% |
| 30D | +12.0% | +0.5% | +11.5% | +11.8% |
| 3M | -10.0% | +19.1% | -29.0% | -16.7% |
| 6M | -7.2% | +17.0% | -24.2% | -14.0% |
| YTD | -18.1% | +29.2% | -47.3% | -27.7% |
| 1Y | +6.3% | +42.1% | -35.9% | -10.4% |
| 3Y | +48.2% | +204.5% | -156.4% | -13.6% |
| 5Y | +46.5% | +211.0% | -164.5% | -18.3% |
| All | +46.5% | +215.5% | -169.0% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling