+225.9%
WELL vs TYL
-23.0%
+249.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +5.7% | +21.1% | -15.5% | +1.9% |
| 3M | +4.6% | +28.9% | -24.3% | -0.5% |
| 6M | +11.9% | +42.0% | -30.2% | +3.8% |
| YTD | +33.6% | -6.6% | +40.2% | +35.2% |
| 1Y | +29.8% | -9.1% | +38.8% | +32.2% |
| 3Y | +202.2% | +1.8% | +200.3% | +193.6% |
| All | +225.9% | -23.0% | +249.0% | +226.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling