+32.4%
WELL vs TPR
+42.2%
-9.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +4.4% | +14.2% | -9.8% | +3.2% |
| 30D | +10.8% | +17.1% | -6.3% | +9.2% |
| 3M | +4.2% | -17.7% | +21.9% | +5.6% |
| 6M | +14.0% | -10.2% | +24.2% | +14.0% |
| YTD | +33.4% | +4.9% | +28.5% | +31.6% |
| 1Y | +32.4% | +36.1% | -3.7% | +30.4% |
| All | +32.4% | +42.2% | -9.8% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling