+473.8%
WELL vs TPR
+386.9%
+86.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.0% | +12.1% | -9.0% | +0.2% |
| 30D | +10.2% | +16.7% | -6.5% | +6.1% |
| 3M | +6.1% | -17.4% | +23.5% | +10.1% |
| 6M | +16.6% | +2.3% | +14.3% | +14.6% |
| YTD | +35.3% | +7.1% | +28.2% | +30.5% |
| 1Y | +31.5% | +29.5% | +2.0% | +20.7% |
| 3Y | +206.5% | +415.0% | -208.6% | +85.6% |
| 5Y | +222.0% | +261.5% | -39.5% | +106.5% |
| 10Y | +473.8% | +383.3% | +90.5% | +163.5% |
| All | +473.8% | +386.9% | +86.9% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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