+838.5%
BX vs WELL
+1,368.3%
-529.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +8.8% | +6.8% | +2.0% | +5.1% |
| 3M | -18.3% | +6.7% | -25.0% | -21.1% |
| 6M | -1.5% | +13.8% | -15.3% | -9.0% |
| YTD | -19.9% | +33.8% | -53.8% | -32.6% |
| 1Y | -14.5% | +29.6% | -44.1% | -27.0% |
| 3Y | +32.3% | +203.1% | -170.8% | -30.1% |
| 5Y | -1.1% | +223.8% | -225.0% | -49.6% |
| 10Y | +657.8% | +462.8% | +195.0% | +135.5% |
| All | +838.5% | +1,368.3% | -529.8% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling