+19,368.3%
WELL vs TXT
+2,193.3%
+17,175.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.4% |
| 7D | +4.4% | -2.5% | +7.0% | +5.2% |
| 30D | +10.8% | +14.4% | -3.6% | +6.5% |
| 3M | +4.2% | -4.9% | +9.1% | +5.4% |
| 6M | +14.0% | -10.2% | +24.2% | +16.8% |
| YTD | +33.4% | -4.1% | +37.5% | +33.6% |
| 1Y | +32.4% | +4.0% | +28.5% | +29.5% |
| 3Y | +194.7% | +8.0% | +186.8% | +179.7% |
| 5Y | +226.5% | +8.4% | +218.0% | +205.0% |
| 10Y | +429.8% | +116.6% | +313.2% | +292.3% |
| All | +19,368.3% | +2,193.3% | +17,175.0% | +8,795.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling