+455.3%
WELL vs TECH
+204.1%
+251.1%
-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% | +0.9% | +0.9% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | +9.7% | +0.5% | +9.2% | +9.6% |
| 3M | +4.8% | +0.9% | +3.9% | +4.7% |
| 6M | +16.1% | +51.0% | -35.0% | +8.0% |
| YTD | +34.7% | +24.4% | +10.3% | +27.8% |
| 1Y | +31.9% | +27.6% | +4.3% | +24.4% |
| 3Y | +209.9% | +29.9% | +179.9% | +177.8% |
| 5Y | +226.5% | -40.6% | +267.2% | +249.8% |
| 10Y | +455.3% | +196.7% | +258.5% | +314.8% |
| All | +455.3% | +204.1% | +251.1% | +314.8% |
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