+258.6%
WELL vs TE
-80.5%
+339.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | -0.1% |
| 7D | +0.1% | -19.1% | +19.2% | +0.5% |
| 30D | +5.7% | -34.1% | +39.8% | +6.3% |
| 3M | +4.6% | -60.1% | +64.8% | +6.2% |
| 6M | +11.9% | -66.0% | +77.8% | +12.7% |
| YTD | +33.6% | -71.4% | +105.0% | +34.4% |
| 1Y | +29.8% | -45.3% | +75.0% | +27.5% |
| 3Y | +202.2% | +9.1% | +193.0% | +177.1% |
| 5Y | +223.2% | -82.6% | +305.8% | +225.8% |
| All | +258.6% | -80.5% | +339.1% | +240.6% |
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