+1,915.2%
WELL vs TCOM
+2,694.8%
-779.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -0.8% | -9.5% | +8.7% | +0.6% |
| 30D | -0.1% | -10.7% | +10.6% | +1.5% |
| 3M | +18.0% | -14.6% | +32.7% | +20.4% |
| 6M | +15.0% | -19.3% | +34.3% | +18.2% |
| YTD | +28.6% | -42.9% | +71.6% | +38.5% |
| 1Y | +42.9% | -43.8% | +86.7% | +54.0% |
| 3Y | +203.0% | +2.1% | +200.9% | +189.2% |
| 5Y | +206.9% | +31.2% | +175.7% | +167.0% |
| 10Y | +339.5% | -13.9% | +353.4% | +289.6% |
| All | +1,915.2% | +2,694.8% | -779.6% | +914.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling