+232.9%
WELL vs TLN
+583.6%
-350.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.8% | -2.2% |
| 7D | -0.8% | +7.1% | -7.9% | -1.0% |
| 30D | -0.1% | -3.9% | +3.8% | 0.0% |
| 3M | +18.0% | -16.2% | +34.2% | +18.4% |
| 6M | +15.0% | -5.8% | +20.8% | +14.6% |
| YTD | +28.6% | -15.4% | +44.0% | +28.4% |
| 1Y | +42.9% | -16.7% | +59.6% | +42.5% |
| 3Y | +203.0% | +473.8% | -270.7% | +156.9% |
| All | +232.9% | +583.6% | -350.6% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling