+225.8%
WELL vs TFC
-2.5%
+228.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | +4.4% | +1.2% | +3.2% | +4.1% |
| 30D | +10.8% | +8.3% | +2.5% | +8.8% |
| 3M | +4.2% | -5.2% | +9.4% | +5.4% |
| 6M | +14.0% | -0.8% | +14.8% | +13.9% |
| YTD | +33.4% | +3.4% | +30.0% | +31.6% |
| 1Y | +32.4% | +17.0% | +15.4% | +26.7% |
| 3Y | +194.7% | +86.2% | +108.6% | +143.3% |
| All | +225.8% | -2.5% | +228.4% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling