+208.8%
WELL vs TGT
-25.2%
+234.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -1.1% | -3.6% | +2.4% | -0.7% |
| 30D | +0.7% | +4.4% | -3.7% | +0.2% |
| 3M | +14.5% | +25.4% | -10.8% | +11.5% |
| 6M | +14.4% | +33.4% | -19.0% | +10.5% |
| YTD | +28.5% | +65.6% | -37.1% | +20.9% |
| 1Y | +41.8% | +80.3% | -38.5% | +32.0% |
| 3Y | +202.8% | +42.1% | +160.7% | +181.0% |
| 5Y | +208.8% | -25.0% | +233.8% | +194.9% |
| All | +208.8% | -25.2% | +234.0% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling