+337.6%
WELL vs TXT
+98.4%
+239.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +0.5% | -11.1% | +11.6% | +5.2% |
| 3M | +19.1% | -13.0% | +32.1% | +25.2% |
| 6M | +17.0% | -16.2% | +33.2% | +24.5% |
| YTD | +29.2% | -8.7% | +37.9% | +32.2% |
| 1Y | +42.1% | -3.8% | +45.9% | +41.7% |
| 3Y | +204.5% | +5.5% | +199.0% | +181.8% |
| 5Y | +211.0% | +12.3% | +198.7% | +171.0% |
| 10Y | +337.6% | +97.4% | +240.2% | +147.6% |
| All | +337.6% | +98.4% | +239.2% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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