+243.2%
WELL vs TXG
+7.8%
+235.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +0.1% | -1.8% | +2.0% | +0.2% |
| 30D | +5.7% | -20.4% | +26.1% | +6.7% |
| 3M | +4.6% | +0.1% | +4.6% | +3.7% |
| 6M | +11.9% | +176.2% | -164.3% | +2.6% |
| YTD | +33.6% | +256.8% | -223.2% | +19.3% |
| 1Y | +29.8% | +255.9% | -226.1% | +15.7% |
| 3Y | +202.2% | +60.2% | +141.9% | +180.5% |
| 5Y | +223.2% | -65.1% | +288.3% | +223.7% |
| All | +243.2% | +7.8% | +235.4% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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