+300.4%
WELL vs TW
+301.3%
-1.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.1% | +3.9% | -3.8% | -1.0% |
| 30D | +5.7% | +19.9% | -14.3% | +0.3% |
| 3M | +4.6% | +25.9% | -21.3% | -2.3% |
| 6M | +11.9% | +21.1% | -9.3% | +5.1% |
| YTD | +33.6% | +23.9% | +9.7% | +23.8% |
| 1Y | +29.8% | +21.2% | +8.5% | +21.0% |
| 3Y | +202.2% | +44.8% | +157.4% | +162.2% |
| 5Y | +223.2% | +41.4% | +181.8% | +176.2% |
| All | +300.4% | +301.3% | -1.0% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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