+230.4%
WELL vs TXG
+16.0%
+214.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | -0.1% | +32.0% | -32.1% | -2.1% |
| 3M | +18.0% | +87.0% | -69.0% | +12.4% |
| 6M | +15.0% | +180.1% | -165.1% | +5.9% |
| YTD | +28.6% | +284.1% | -255.5% | +15.2% |
| 1Y | +42.9% | +361.7% | -318.8% | +25.4% |
| 3Y | +203.0% | +15.9% | +187.1% | +192.8% |
| 5Y | +206.9% | -66.2% | +273.1% | +210.0% |
| All | +230.4% | +16.0% | +214.4% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling