+356.5%
WELL vs TSN
-9.4%
+366.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | -1.1% | -7.3% | +6.2% | +2.0% |
| 30D | +0.7% | -8.6% | +9.4% | +4.5% |
| 3M | +14.5% | -7.5% | +22.0% | +17.9% |
| 6M | +14.4% | -14.1% | +28.5% | +21.1% |
| YTD | +28.5% | -9.4% | +37.9% | +32.1% |
| 1Y | +41.8% | -4.1% | +45.9% | +41.3% |
| 3Y | +202.8% | +10.3% | +192.5% | +173.6% |
| 5Y | +208.8% | -19.7% | +228.5% | +216.9% |
| 10Y | +356.5% | -7.0% | +363.5% | +283.8% |
| All | +356.5% | -9.4% | +366.0% | +283.8% |
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