+6,430.7%
WELL vs TDY
+6,954.6%
-523.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | +0.7% | -13.8% | +14.5% | +4.5% |
| 3M | +14.5% | -3.9% | +18.4% | +15.4% |
| 6M | +14.4% | -9.0% | +23.4% | +16.6% |
| YTD | +28.5% | +16.5% | +11.9% | +22.7% |
| 1Y | +41.8% | +9.3% | +32.5% | +37.3% |
| 3Y | +202.8% | +45.1% | +157.7% | +170.6% |
| 5Y | +208.8% | +35.0% | +173.8% | +179.1% |
| 10Y | +356.5% | +469.0% | -112.5% | +207.1% |
| All | +6,430.7% | +6,954.6% | -523.9% | +3,280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling