+248.7%
WELL vs TLN
+683.0%
-434.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.2% | -6.3% | +0.8% |
| 7D | +3.5% | +9.1% | -5.6% | +3.2% |
| 30D | +9.7% | -4.1% | +13.8% | +9.8% |
| 3M | +4.8% | +4.4% | +0.4% | +4.5% |
| 6M | +16.1% | -6.0% | +22.1% | +15.9% |
| YTD | +34.7% | -3.1% | +37.8% | +33.8% |
| 1Y | +31.9% | -6.1% | +38.0% | +31.1% |
| 3Y | +209.9% | +575.3% | -365.5% | +160.7% |
| All | +248.7% | +683.0% | -434.3% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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