+468.3%
WELL vs TT
+748.9%
-280.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +0.1% | +3.5% | -3.4% | -1.4% |
| 30D | +7.8% | -11.0% | +18.8% | +12.5% |
| 3M | +10.2% | -12.0% | +22.2% | +15.3% |
| 6M | +16.4% | -10.4% | +26.8% | +19.9% |
| YTD | +35.2% | +9.9% | +25.2% | +26.3% |
| 1Y | +30.5% | +1.5% | +29.0% | +26.1% |
| 3Y | +206.1% | +93.7% | +112.4% | +106.2% |
| 5Y | +228.3% | +139.2% | +89.0% | +91.9% |
| 10Y | +468.3% | +741.5% | -273.2% | +114.5% |
| All | +468.3% | +748.9% | -280.5% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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