+471.8%
WELL vs TYL
+169.5%
+302.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.7% | +4.3% | -1.6% | +1.6% |
| 30D | +9.8% | +28.0% | -18.1% | +3.4% |
| 3M | +5.8% | +32.3% | -26.6% | -1.6% |
| 6M | +16.2% | +29.9% | -13.7% | +7.8% |
| YTD | +34.9% | -7.1% | +42.0% | +35.5% |
| 1Y | +31.0% | -9.2% | +40.2% | +32.4% |
| 3Y | +205.4% | +0.7% | +204.7% | +193.7% |
| 5Y | +220.8% | -21.1% | +241.9% | +223.0% |
| 10Y | +471.8% | +180.8% | +291.0% | +339.9% |
| All | +471.8% | +169.5% | +302.3% | +339.9% |
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