+468.3%
WELL vs TSEM
+920.4%
-452.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.6% | -7.8% | -0.9% |
| 7D | +0.1% | +6.8% | -6.7% | -0.7% |
| 30D | +7.8% | -26.6% | +34.4% | +10.5% |
| 3M | +10.2% | -36.3% | +46.6% | +14.2% |
| 6M | +16.4% | -30.6% | +46.9% | +16.6% |
| YTD | +35.2% | +35.3% | -0.1% | +21.1% |
| 1Y | +30.5% | +59.2% | -28.8% | +13.5% |
| 3Y | +206.1% | +547.7% | -341.6% | +100.2% |
| 5Y | +228.3% | +337.5% | -109.3% | +127.2% |
| 10Y | +468.3% | +887.4% | -419.1% | +233.2% |
| All | +468.3% | +920.4% | -452.0% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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