+455.3%
WELL vs TAP
-49.5%
+504.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.4% |
| 7D | +3.5% | -7.8% | +11.3% | +6.5% |
| 30D | +9.7% | +7.1% | +2.6% | +6.7% |
| 3M | +4.8% | -7.0% | +11.8% | +7.1% |
| 6M | +16.1% | -3.8% | +19.9% | +16.8% |
| YTD | +34.7% | -11.7% | +46.4% | +38.7% |
| 1Y | +31.9% | -10.1% | +42.0% | +34.6% |
| 3Y | +209.9% | -23.7% | +233.6% | +229.0% |
| 5Y | +226.5% | +2.9% | +223.6% | +196.1% |
| 10Y | +455.3% | -49.5% | +504.8% | +442.2% |
| All | +455.3% | -49.5% | +504.8% | +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