+18,665.9%
WELL vs TYL
+12,593.6%
+6,072.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +2.0% | -1.7% |
| 7D | -0.8% | -3.7% | +2.9% | -0.5% |
| 30D | -0.1% | +18.7% | -18.8% | -1.6% |
| 3M | +18.0% | +18.1% | -0.1% | +16.2% |
| 6M | +15.0% | -1.1% | +16.1% | +14.7% |
| YTD | +28.6% | -19.8% | +48.4% | +30.1% |
| 1Y | +42.9% | -34.3% | +77.2% | +47.0% |
| 3Y | +203.0% | -8.2% | +211.2% | +202.1% |
| 5Y | +206.9% | -25.4% | +232.3% | +209.2% |
| 10Y | +339.5% | +115.6% | +223.9% | +307.7% |
| All | +18,665.9% | +12,593.6% | +6,072.2% | +12,512.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling