+209.9%
WELL vs TYL
+0.5%
+209.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.0% |
| 7D | +3.5% | +3.5% | 0.0% | +3.1% |
| 30D | +9.7% | +26.9% | -17.2% | +7.2% |
| 3M | +4.8% | +33.8% | -29.0% | +1.7% |
| 6M | +16.1% | +28.8% | -12.8% | +12.8% |
| YTD | +34.7% | -7.9% | +42.6% | +38.4% |
| 1Y | +31.9% | -9.8% | +41.7% | +36.2% |
| 3Y | +209.9% | +1.2% | +208.7% | +204.9% |
| All | +209.9% | +0.5% | +209.3% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling