-12.8%
TSLA vs WELL
+14.6%
-27.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.9% | -6.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.4% |
| 30D | +10.1% | -0.1% | +10.2% | +10.2% |
| 3M | -15.4% | +18.0% | -33.4% | -14.2% |
| 6M | -12.8% | +15.0% | -27.8% | -9.4% |
| All | -12.8% | +14.6% | -27.4% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling