+332.6%
WELL vs TYL
+116.1%
+216.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +2.0% | -1.1% |
| 7D | -0.8% | -3.7% | +2.9% | +0.1% |
| 30D | -0.1% | +18.7% | -18.8% | -4.4% |
| 3M | +18.0% | +18.1% | -0.1% | +12.6% |
| 6M | +15.0% | -1.1% | +16.1% | +14.1% |
| YTD | +28.6% | -19.8% | +48.4% | +34.2% |
| 1Y | +42.9% | -34.3% | +77.2% | +57.9% |
| 3Y | +203.0% | -8.2% | +211.2% | +197.2% |
| 5Y | +206.9% | -25.4% | +232.3% | +210.6% |
| All | +332.6% | +116.1% | +216.5% | +247.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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