+442.3%
WELL vs TSEM
+805.6%
-363.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.8% | +0.5% |
| 7D | +0.1% | +7.0% | -6.8% | -0.7% |
| 30D | +5.7% | -29.8% | +35.4% | +8.8% |
| 3M | +4.6% | -41.9% | +46.6% | +9.4% |
| 6M | +11.9% | -45.8% | +57.6% | +15.9% |
| YTD | +33.6% | +25.1% | +8.5% | +20.6% |
| 1Y | +29.8% | +48.2% | -18.5% | +13.7% |
| 3Y | +202.2% | +476.5% | -274.3% | +100.9% |
| 5Y | +223.2% | +301.4% | -78.2% | +126.0% |
| All | +442.3% | +805.6% | -363.3% | +230.3% |
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