+468.3%
WELL vs TAP
-47.8%
+516.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +0.1% | -8.0% | +8.1% | +3.1% |
| 30D | +7.8% | +4.1% | +3.7% | +6.0% |
| 3M | +10.2% | -4.4% | +14.6% | +11.4% |
| 6M | +16.4% | -1.9% | +18.3% | +16.3% |
| YTD | +35.2% | -12.1% | +47.2% | +39.4% |
| 1Y | +30.5% | -12.0% | +42.5% | +34.3% |
| 3Y | +206.1% | -25.0% | +231.1% | +227.3% |
| 5Y | +228.3% | -1.1% | +229.4% | +203.1% |
| 10Y | +468.3% | -47.6% | +516.0% | +442.2% |
| All | +468.3% | -47.8% | +516.2% | +442.2% |
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