+211.0%
WELL vs TAP
0.0%
+211.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.4% |
| 7D | -1.3% | -2.3% | +1.0% | -0.8% |
| 30D | +0.5% | -9.4% | +9.9% | +2.8% |
| 3M | +19.1% | -0.8% | +19.9% | +19.0% |
| 6M | +17.0% | -14.7% | +31.7% | +20.9% |
| YTD | +29.2% | -13.9% | +43.1% | +32.7% |
| 1Y | +42.1% | -18.6% | +60.8% | +47.9% |
| 3Y | +204.5% | -32.0% | +236.6% | +229.2% |
| 5Y | +211.0% | -1.0% | +212.0% | +189.0% |
| All | +211.0% | 0.0% | +211.0% | +189.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling