+234.5%
WELL vs TLN
+602.5%
-368.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.4% |
| 7D | -1.3% | +10.9% | -12.2% | -1.6% |
| 30D | +0.5% | -6.3% | +6.8% | +0.7% |
| 3M | +19.1% | -10.7% | +29.8% | +19.2% |
| 6M | +17.0% | +1.6% | +15.3% | +16.2% |
| YTD | +29.2% | -13.1% | +42.3% | +28.9% |
| 1Y | +42.1% | -15.1% | +57.2% | +41.7% |
| 3Y | +204.5% | +495.0% | -290.5% | +157.7% |
| All | +234.5% | +602.5% | -368.0% | +186.3% |
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