+1,997.1%
WELL vs TCOM
+2,843.2%
-846.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +0.1% | -1.4% | +1.5% | +0.3% |
| 30D | +6.8% | +11.5% | -4.7% | +5.1% |
| 3M | +6.7% | -5.2% | +11.9% | +7.4% |
| 6M | +13.8% | -16.9% | +30.7% | +16.4% |
| YTD | +33.8% | -39.9% | +73.8% | +42.9% |
| 1Y | +29.6% | -42.1% | +71.7% | +39.1% |
| 3Y | +203.1% | +28.0% | +175.0% | +179.6% |
| 5Y | +223.8% | +40.4% | +183.5% | +179.3% |
| 10Y | +462.8% | +5.6% | +457.1% | +383.7% |
| All | +1,997.1% | +2,843.2% | -846.1% | +947.1% |
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