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  • TSM vs WELL✓SelectedUSD · WELLTSM vs WELL performance historyLatest closeAs of+2.35%09/08
Stock and ETF performance explorer

TSM vs WELL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,753.6%
WELL return
+335.2%
Excess return
+1,418.4%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWELLExcessAlpha
1D+2.4%+0.5%+1.9%+2.3%
7D+6.0%-1.3%+7.4%+6.3%
30D+4.5%+0.5%+4.0%+4.4%
3M+3.1%+19.1%-16.0%-0.9%
6M+30.2%+17.0%+13.2%+25.3%
YTD+45.2%+29.2%+16.0%+36.8%
1Y+79.6%+42.1%+37.4%+65.4%
3Y+411.0%+204.5%+206.4%+294.2%
5Y+290.7%+211.0%+79.7%+196.7%
10Y+1,753.6%+337.6%+1,416.0%+1,177.5%
All+1,753.6%+335.2%+1,418.4%+1,177.5%

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