+5,336.7%
WELL vs TPR
+7,380.8%
-2,044.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.8% | -2.3% | +1.5% | -0.3% |
| 30D | -0.1% | -23.0% | +22.9% | +5.7% |
| 3M | +18.0% | -12.5% | +30.5% | +20.8% |
| 6M | +15.0% | -21.4% | +36.4% | +20.2% |
| YTD | +28.6% | -3.5% | +32.1% | +27.5% |
| 1Y | +42.9% | +17.4% | +25.6% | +34.2% |
| 3Y | +203.0% | +291.3% | -88.2% | +101.9% |
| 5Y | +206.9% | +241.9% | -35.0% | +103.2% |
| 10Y | +339.5% | +322.7% | +16.8% | +144.8% |
| All | +5,336.7% | +7,380.8% | -2,044.1% | +2,034.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling