+337.6%
WELL vs TFC
+100.2%
+237.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.4% |
| 7D | -1.3% | +2.2% | -3.6% | -2.3% |
| 30D | +0.5% | -2.5% | +3.0% | +1.5% |
| 3M | +19.1% | +4.5% | +14.5% | +16.5% |
| 6M | +17.0% | +11.0% | +6.0% | +11.2% |
| YTD | +29.2% | +5.9% | +23.3% | +24.7% |
| 1Y | +42.1% | +14.6% | +27.6% | +32.1% |
| 3Y | +204.5% | +96.7% | +107.8% | +110.4% |
| 5Y | +211.0% | +15.6% | +195.4% | +165.4% |
| 10Y | +337.6% | +98.6% | +239.0% | +182.4% |
| All | +337.6% | +100.2% | +237.4% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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