+1,267.3%
WELL vs TEL
+723.0%
+544.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.8% | +3.0% | -3.8% | -2.1% |
| 30D | -0.1% | -3.9% | +3.8% | +1.4% |
| 3M | +18.0% | -5.1% | +23.1% | +19.5% |
| 6M | +15.0% | +0.6% | +14.4% | +12.5% |
| YTD | +28.6% | -7.3% | +35.9% | +29.3% |
| 1Y | +42.9% | +1.1% | +41.8% | +37.0% |
| 3Y | +203.0% | +63.7% | +139.3% | +124.6% |
| 5Y | +206.9% | +50.7% | +156.2% | +131.1% |
| 10Y | +339.5% | +290.2% | +49.3% | +106.7% |
| All | +1,267.3% | +723.0% | +544.3% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 all: compounded portfolio wealth divided by compounded TEL 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…
all analysis · Full analysis span regression · 6 months rolling