+285.5%
WELL vs TW
+221.1%
+64.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -0.8% | -2.3% | +1.5% | -0.1% |
| 30D | -0.1% | +3.9% | -4.0% | -1.3% |
| 3M | +18.0% | +5.7% | +12.3% | +15.5% |
| 6M | +15.0% | -14.5% | +29.5% | +19.6% |
| YTD | +28.6% | -0.9% | +29.5% | +27.3% |
| 1Y | +42.9% | -13.5% | +56.4% | +47.3% |
| 3Y | +203.0% | +25.0% | +178.0% | +173.6% |
| 5Y | +206.9% | +22.7% | +184.2% | +171.5% |
| All | +285.5% | +221.1% | +64.4% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling