+212.9%
WELL vs TXT
+10.4%
+202.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.8% | -4.8% | +4.0% | +0.3% |
| 30D | -0.1% | -10.6% | +10.5% | +2.5% |
| 3M | +18.0% | -13.2% | +31.2% | +21.7% |
| 6M | +15.0% | -20.3% | +35.3% | +20.8% |
| YTD | +28.6% | -9.3% | +37.9% | +30.6% |
| 1Y | +42.9% | -2.7% | +45.6% | +42.3% |
| 3Y | +203.0% | +1.4% | +201.6% | +190.0% |
| All | +212.9% | +10.4% | +202.5% | +187.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling