+229.7%
WELL vs TXG
+22.9%
+206.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | -2.2% | +5.0% | -7.2% | -2.6% |
| 30D | +4.7% | +13.5% | -8.8% | +3.7% |
| 3M | +11.9% | +128.0% | -116.1% | +5.2% |
| 6M | +14.3% | +224.4% | -210.1% | +4.2% |
| YTD | +28.4% | +307.0% | -278.6% | +14.5% |
| 1Y | +42.3% | +427.2% | -385.0% | +23.7% |
| 3Y | +202.6% | +40.2% | +162.4% | +187.5% |
| 5Y | +206.5% | -64.0% | +270.6% | +208.4% |
| All | +229.7% | +22.9% | +206.8% | +158.1% |
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