+335.6%
WELL vs TAP
-50.0%
+385.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.8% | -2.3% | +1.5% | 0.0% |
| 30D | -0.1% | -2.1% | +2.1% | +0.6% |
| 3M | +18.0% | +6.6% | +11.4% | +14.8% |
| 6M | +15.0% | -11.5% | +26.5% | +19.5% |
| YTD | +28.6% | -10.3% | +38.9% | +32.2% |
| 1Y | +42.9% | -14.4% | +57.3% | +48.9% |
| 3Y | +203.0% | -28.3% | +231.3% | +231.5% |
| 5Y | +206.9% | +1.7% | +205.2% | +180.4% |
| All | +335.6% | -50.0% | +385.6% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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