+442.3%
WELL vs TNA
+33.3%
+409.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.1% | +3.7% | -3.6% | -0.8% |
| 30D | +5.7% | +4.4% | +1.3% | +4.0% |
| 3M | +4.6% | -26.7% | +31.3% | +11.2% |
| 6M | +11.9% | -12.8% | +24.7% | +13.0% |
| YTD | +33.6% | +22.7% | +10.9% | +22.5% |
| 1Y | +29.8% | +35.7% | -5.9% | +15.5% |
| 3Y | +202.2% | +134.6% | +67.6% | +104.8% |
| 5Y | +223.2% | -46.0% | +269.2% | +196.0% |
| All | +442.3% | +33.3% | +409.0% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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