+206.5%
WELL vs TCOM
+21.5%
+185.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.2% | -6.5% | +4.3% | -1.9% |
| 30D | +4.7% | -16.2% | +20.9% | +5.8% |
| 3M | +11.9% | -19.3% | +31.3% | +13.2% |
| 6M | +14.3% | -27.2% | +41.5% | +16.3% |
| YTD | +28.4% | -46.2% | +74.5% | +32.8% |
| 1Y | +42.3% | -46.6% | +88.9% | +47.2% |
| 3Y | +202.6% | +8.4% | +194.2% | +194.5% |
| 5Y | +206.5% | +25.8% | +180.7% | +191.8% |
| All | +206.5% | +21.5% | +185.0% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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