+201.1%
WELL vs TDY
+39.0%
+162.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.4% |
| 7D | -0.2% | -1.1% | +0.9% | +0.1% |
| 30D | +2.3% | -12.0% | +14.4% | +6.1% |
| 3M | +12.3% | -3.2% | +15.5% | +13.0% |
| 6M | +15.6% | -7.9% | +23.4% | +17.8% |
| YTD | +28.3% | +18.2% | +10.1% | +20.0% |
| 1Y | +41.9% | +6.7% | +35.3% | +37.1% |
| 3Y | +198.3% | +47.5% | +150.8% | +150.8% |
| All | +201.1% | +39.0% | +162.0% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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