+349.9%
WELL vs TGT
+207.2%
+142.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | -2.2% | -5.0% | +2.8% | -1.4% |
| 30D | +4.7% | +3.0% | +1.6% | +4.1% |
| 3M | +11.9% | +22.6% | -10.7% | +8.0% |
| 6M | +14.3% | +31.2% | -16.9% | +8.8% |
| YTD | +28.4% | +63.7% | -35.3% | +17.6% |
| 1Y | +42.3% | +78.5% | -36.2% | +28.2% |
| 3Y | +202.6% | +40.5% | +162.0% | +174.1% |
| 5Y | +206.5% | -25.6% | +232.1% | +210.4% |
| All | +349.9% | +207.2% | +142.8% | +258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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