+18,665.9%
WELL vs TXT
+2,070.1%
+16,595.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.8% | -4.8% | +4.0% | +0.5% |
| 30D | -0.1% | -10.6% | +10.5% | +3.0% |
| 3M | +18.0% | -13.2% | +31.2% | +22.4% |
| 6M | +15.0% | -20.3% | +35.3% | +21.8% |
| YTD | +28.6% | -9.3% | +37.9% | +31.1% |
| 1Y | +42.9% | -2.7% | +45.6% | +42.5% |
| 3Y | +203.0% | +1.4% | +201.6% | +193.2% |
| 5Y | +206.9% | +9.6% | +197.3% | +186.1% |
| 10Y | +339.5% | +94.9% | +244.6% | +235.2% |
| All | +18,665.9% | +2,070.1% | +16,595.8% | +8,626.0% |
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