+194.7%
WELL vs TT
+89.7%
+105.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.5% |
| 7D | +4.4% | -2.0% | +6.4% | +4.7% |
| 30D | +10.8% | -14.0% | +24.8% | +12.8% |
| 3M | +4.2% | -15.9% | +20.1% | +6.4% |
| 6M | +14.0% | -17.3% | +31.3% | +16.5% |
| YTD | +33.4% | +4.0% | +29.5% | +30.9% |
| 1Y | +32.4% | -7.1% | +39.5% | +32.3% |
| 3Y | +194.7% | +90.2% | +104.5% | +135.4% |
| All | +194.7% | +89.7% | +105.0% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling