+208.8%
WELL vs TXG
-63.6%
+272.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -0.7% |
| 7D | -1.1% | +9.1% | -10.3% | -1.7% |
| 30D | +0.7% | +14.9% | -14.1% | -0.2% |
| 3M | +14.5% | +120.0% | -105.5% | +8.2% |
| 6M | +14.4% | +221.8% | -207.4% | +4.6% |
| YTD | +28.5% | +312.6% | -284.1% | +14.9% |
| 1Y | +41.8% | +398.4% | -356.7% | +24.1% |
| 3Y | +202.8% | +42.1% | +160.7% | +191.7% |
| 5Y | +208.8% | -63.5% | +272.3% | +198.9% |
| All | +208.8% | -63.6% | +272.4% | +198.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling