+212.9%
WELL vs TPR
+239.8%
-26.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.8% | -2.3% | +1.5% | -0.5% |
| 30D | -0.1% | -23.0% | +22.9% | +3.2% |
| 3M | +18.0% | -12.5% | +30.5% | +19.5% |
| 6M | +15.0% | -21.4% | +36.4% | +17.9% |
| YTD | +28.6% | -3.5% | +32.1% | +27.9% |
| 1Y | +42.9% | +17.4% | +25.6% | +37.8% |
| 3Y | +203.0% | +291.3% | -88.2% | +132.3% |
| All | +212.9% | +239.8% | -26.9% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling