+23.4%
BA vs WELL
+464.2%
-440.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -8.0% | +6.8% | -14.8% | -11.1% |
| 3M | -25.8% | +6.7% | -32.5% | -28.5% |
| 6M | -27.6% | +13.8% | -41.4% | -33.3% |
| YTD | -21.0% | +33.8% | -54.8% | -34.0% |
| 1Y | -12.3% | +29.6% | -41.9% | -25.5% |
| 3Y | -12.8% | +203.1% | -215.9% | -56.1% |
| 5Y | -22.4% | +223.8% | -246.2% | -63.3% |
| All | +23.4% | +464.2% | -440.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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