+443.3%
WELL vs TYL
+183.3%
+260.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +0.1% | -1.6% | +1.7% | +0.5% |
| 30D | +6.8% | +22.1% | -15.3% | +1.6% |
| 3M | +6.7% | +33.4% | -26.6% | -0.9% |
| 6M | +13.8% | +36.8% | -23.0% | +4.2% |
| YTD | +33.8% | -6.7% | +40.5% | +34.3% |
| 1Y | +29.6% | -9.2% | +38.9% | +31.0% |
| 3Y | +203.1% | +1.2% | +201.9% | +191.1% |
| 5Y | +223.8% | -23.0% | +246.9% | +229.0% |
| All | +443.3% | +183.3% | +260.1% | +311.1% |
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