+356.5%
WELL vs TECH
+179.6%
+177.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +0.7% | +0.3% | +0.5% | +0.7% |
| 3M | +14.5% | +32.9% | -18.4% | +9.0% |
| 6M | +14.4% | +32.1% | -17.7% | +7.9% |
| YTD | +28.5% | +23.4% | +5.1% | +22.0% |
| 1Y | +41.8% | +34.1% | +7.7% | +31.8% |
| 3Y | +202.8% | +2.2% | +200.6% | +188.3% |
| 5Y | +208.8% | -41.8% | +250.6% | +231.1% |
| 10Y | +356.5% | +188.9% | +167.6% | +233.7% |
| All | +356.5% | +179.6% | +177.0% | +233.7% |
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