+866.0%
BX vs WELL
+1,382.8%
-516.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | -16.3% | +10.2% | -26.5% | -20.6% |
| 6M | +2.5% | +16.4% | -13.9% | -6.4% |
| YTD | -17.6% | +35.2% | -52.7% | -31.0% |
| 1Y | -12.4% | +30.5% | -42.8% | -25.4% |
| 3Y | +36.2% | +206.1% | -169.9% | -28.4% |
| 5Y | +3.0% | +228.3% | -225.3% | -47.9% |
| 10Y | +680.0% | +468.3% | +211.7% | +141.1% |
| All | +866.0% | +1,382.8% | -516.8% | +30.4% |
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 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