+13,634.3%
TSM vs WELL
+4,720.7%
+8,913.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +4.9% | +3.5% |
| 7D | +2.7% | -0.8% | +3.5% | +3.0% |
| 30D | +3.6% | -0.1% | +3.7% | +3.5% |
| 3M | -3.4% | +18.0% | -21.4% | -9.2% |
| 6M | +20.6% | +15.0% | +5.6% | +13.9% |
| YTD | +41.9% | +28.6% | +13.3% | +29.0% |
| 1Y | +84.4% | +42.9% | +41.4% | +61.4% |
| 3Y | +380.2% | +203.0% | +177.2% | +219.9% |
| 5Y | +275.3% | +206.9% | +68.4% | +144.9% |
| 10Y | +1,751.4% | +339.5% | +1,411.9% | +840.3% |
| All | +13,634.3% | +4,720.7% | +8,913.6% | +2,665.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling