+7,646.6%
WELL vs TSEM
+11.3%
+7,635.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.8% | -9.9% | -2.5% |
| 7D | -0.8% | +6.9% | -7.7% | -1.2% |
| 30D | -0.1% | +5.3% | -5.4% | -0.5% |
| 3M | +18.0% | -14.9% | +32.9% | +18.1% |
| 6M | +15.0% | +80.0% | -65.0% | +9.8% |
| YTD | +28.6% | +89.4% | -60.7% | +22.3% |
| 1Y | +42.9% | +253.1% | -210.2% | +30.8% |
| 3Y | +203.0% | +642.1% | -439.1% | +163.4% |
| 5Y | +206.9% | +659.1% | -452.2% | +165.0% |
| 10Y | +339.5% | +1,291.4% | -951.9% | +264.4% |
| All | +7,646.6% | +11.3% | +7,635.3% | +6,170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling