+29.8%
WELL vs TNA
+27.1%
+2.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +0.1% | +3.7% | -3.6% | +0.1% |
| 30D | +5.7% | +4.4% | +1.3% | +5.7% |
| 3M | +4.6% | -26.7% | +31.3% | +4.8% |
| 6M | +11.9% | -12.8% | +24.7% | +11.6% |
| YTD | +33.6% | +22.7% | +10.9% | +30.4% |
| 1Y | +29.8% | +35.7% | -5.9% | +26.6% |
| All | +29.8% | +27.1% | +2.6% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling