+37.4%
BX vs WELL
+207.6%
-170.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | +7.3% | +7.8% | -0.5% | +4.9% |
| 3M | -16.3% | +10.2% | -26.5% | -18.9% |
| 6M | +2.5% | +16.4% | -13.9% | -2.9% |
| YTD | -17.6% | +35.2% | -52.7% | -26.6% |
| 1Y | -12.4% | +30.5% | -42.8% | -21.0% |
| All | +37.4% | +207.6% | -170.2% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling