+967.7%
BX vs WELL
+1,310.9%
-343.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | 0.0% |
| 7D | -4.4% | -0.8% | -3.6% | -4.0% |
| 30D | +0.1% | -0.1% | +0.2% | -0.1% |
| 3M | +16.0% | +18.0% | -2.0% | +5.4% |
| 6M | +21.6% | +15.0% | +6.6% | +11.4% |
| YTD | -8.9% | +28.6% | -37.5% | -21.7% |
| 1Y | -16.6% | +42.9% | -59.5% | -32.7% |
| 3Y | +43.3% | +203.0% | -159.7% | -24.3% |
| 5Y | +25.7% | +206.9% | -181.2% | -34.5% |
| 10Y | +689.5% | +339.5% | +350.0% | +186.7% |
| All | +967.7% | +1,310.9% | -343.2% | +48.0% |
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