+443.3%
WELL vs TECH
+187.7%
+255.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +6.8% | +0.5% | +6.3% | +6.7% |
| 3M | +6.7% | +1.0% | +5.8% | +6.6% |
| 6M | +13.8% | +54.1% | -40.2% | +5.6% |
| YTD | +33.8% | +24.4% | +9.5% | +27.0% |
| 1Y | +29.6% | +19.3% | +10.3% | +23.8% |
| 3Y | +203.1% | +28.5% | +174.6% | +172.4% |
| 5Y | +223.8% | -41.0% | +264.8% | +247.5% |
| All | +443.3% | +187.7% | +255.6% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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