+244.6%
WELL vs TE
-53.2%
+297.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | 0.0% |
| 7D | -2.2% | +0.9% | -3.1% | -2.3% |
| 30D | +4.7% | -16.3% | +21.0% | +5.0% |
| 3M | +11.9% | -40.8% | +52.7% | +12.7% |
| 6M | +14.3% | -42.6% | +56.9% | +14.4% |
| YTD | +28.4% | -31.4% | +59.8% | +27.3% |
| 1Y | +42.3% | +144.9% | -102.6% | +34.1% |
| 3Y | +202.6% | -26.0% | +228.6% | +195.8% |
| 5Y | +206.5% | -48.5% | +255.0% | +203.1% |
| All | +244.6% | -53.2% | +297.8% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling