+473.8%
WELL vs TSN
+12.5%
+461.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +3.0% | +5.8% | -2.8% | +0.5% |
| 30D | +10.2% | +12.8% | -2.6% | +4.5% |
| 3M | +6.1% | +6.5% | -0.3% | +2.9% |
| 6M | +16.6% | -10.3% | +26.9% | +21.5% |
| YTD | +35.3% | +5.5% | +29.8% | +30.0% |
| 1Y | +31.5% | +15.8% | +15.7% | +20.4% |
| 3Y | +206.5% | +42.5% | +163.9% | +145.1% |
| 5Y | +222.0% | -14.3% | +236.3% | +225.1% |
| 10Y | +473.8% | +18.2% | +455.6% | +343.4% |
| All | +473.8% | +12.5% | +461.3% | +343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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