+194.7%
WELL vs TAP
-23.7%
+218.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.6% |
| 7D | +4.4% | +0.5% | +3.9% | +4.3% |
| 30D | +10.8% | +9.1% | +1.7% | +9.1% |
| 3M | +4.2% | -3.8% | +8.0% | +4.7% |
| 6M | +14.0% | -3.4% | +17.4% | +14.1% |
| YTD | +33.4% | -10.6% | +44.1% | +34.5% |
| 1Y | +32.4% | -4.4% | +36.8% | +31.7% |
| 3Y | +194.7% | -24.4% | +219.1% | +196.3% |
| All | +194.7% | -23.7% | +218.4% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling