+211.0%
WELL vs TSN
-20.8%
+231.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -1.3% | -5.0% | +3.7% | -0.2% |
| 30D | +0.5% | -9.1% | +9.6% | +2.7% |
| 3M | +19.1% | -7.4% | +26.5% | +20.9% |
| 6M | +17.0% | -13.4% | +30.3% | +20.4% |
| YTD | +29.2% | -8.5% | +37.7% | +30.9% |
| 1Y | +42.1% | -3.2% | +45.3% | +41.6% |
| 3Y | +204.5% | +11.5% | +193.1% | +186.5% |
| 5Y | +211.0% | -19.5% | +230.5% | +213.3% |
| All | +211.0% | -20.8% | +231.8% | +213.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling