+349.8%
WELL vs TNA
+86.1%
+263.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -0.2% | -7.3% | +7.0% | +1.4% |
| 30D | +2.3% | -14.2% | +16.5% | +5.7% |
| 3M | +12.3% | -4.6% | +16.8% | +12.7% |
| 6M | +15.6% | +36.9% | -21.3% | +5.2% |
| YTD | +28.3% | +42.5% | -14.2% | +14.7% |
| 1Y | +41.9% | +45.8% | -3.8% | +24.5% |
| 3Y | +198.3% | +104.7% | +93.7% | +112.6% |
| 5Y | +206.4% | -21.7% | +228.1% | +152.7% |
| All | +349.8% | +86.1% | +263.7% | +119.2% |
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