+36.0%
TSM vs WELL
+37.3%
-1.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.1% | -1.5% |
| 7D | -10.0% | +9.2% | -19.1% | -7.8% |
| 30D | -18.5% | +10.6% | -29.2% | -16.4% |
| 3M | -4.9% | +7.5% | -12.4% | -2.9% |
| 6M | -1.0% | +15.0% | -16.0% | +3.4% |
| YTD | +31.3% | +35.0% | -3.8% | +33.3% |
| 1Y | +36.0% | +36.5% | -0.5% | +33.7% |
| All | +36.0% | +37.3% | -1.3% | +33.7% |
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