+1,440.7%
WELL vs TNA
+1,004.3%
+436.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -0.1% | -4.9% | +4.8% | +1.0% |
| 3M | +18.0% | +0.4% | +17.7% | +16.6% |
| 6M | +15.0% | +32.5% | -17.5% | +4.7% |
| YTD | +28.6% | +53.7% | -25.1% | +11.9% |
| 1Y | +42.9% | +65.1% | -22.2% | +20.3% |
| 3Y | +203.0% | +98.4% | +104.6% | +114.8% |
| 5Y | +206.9% | -22.5% | +229.4% | +148.5% |
| 10Y | +339.5% | +82.5% | +256.9% | +114.8% |
| All | +1,440.7% | +1,004.3% | +436.4% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling