+635.8%
BX vs WELL
+463.2%
+172.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +14.2% | +5.7% | +8.6% | +11.8% |
| 3M | -18.7% | +4.6% | -23.4% | -20.2% |
| 6M | +2.5% | +11.9% | -9.4% | -2.7% |
| YTD | -18.8% | +33.6% | -52.4% | -28.6% |
| 1Y | -10.3% | +29.8% | -40.1% | -20.3% |
| 3Y | +35.4% | +202.2% | -166.8% | -16.3% |
| 5Y | +0.3% | +223.2% | -223.0% | -39.8% |
| All | +635.8% | +463.2% | +172.7% | +266.4% |
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