+455.3%
WELL vs TXT
+115.3%
+339.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.3% | +0.1% |
| 7D | +3.5% | -3.5% | +7.0% | +4.9% |
| 30D | +9.7% | +15.2% | -5.5% | +3.4% |
| 3M | +4.8% | -4.5% | +9.3% | +6.3% |
| 6M | +16.1% | -6.1% | +22.2% | +17.9% |
| YTD | +34.7% | -2.0% | +36.7% | +33.5% |
| 1Y | +31.9% | +4.2% | +27.7% | +27.3% |
| 3Y | +209.9% | +14.4% | +195.5% | +176.5% |
| 5Y | +226.5% | +12.3% | +214.2% | +185.8% |
| 10Y | +455.3% | +101.8% | +353.4% | +228.5% |
| All | +455.3% | +115.3% | +339.9% | +228.5% |
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