+421.0%
WELL vs TYL
+168.7%
+252.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | +4.4% | +6.7% | -2.2% | +2.8% |
| 30D | +10.8% | +26.5% | -15.7% | +4.6% |
| 3M | +4.2% | +37.3% | -33.1% | -4.0% |
| 6M | +14.0% | +31.2% | -17.2% | +5.4% |
| YTD | +33.4% | -7.4% | +40.8% | +34.1% |
| 1Y | +32.4% | -9.6% | +42.0% | +33.9% |
| 3Y | +194.7% | +1.9% | +192.8% | +182.4% |
| 5Y | +226.5% | -21.1% | +247.6% | +228.6% |
| All | +421.0% | +168.7% | +252.4% | +297.8% |
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