+443.3%
WELL vs BAH
+199.5%
+243.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.6% |
| 30D | +6.8% | +20.4% | -13.6% | +3.2% |
| 3M | +6.7% | +11.9% | -5.1% | +4.3% |
| 6M | +13.8% | +17.1% | -3.3% | +9.7% |
| YTD | +33.8% | +5.5% | +28.3% | +30.3% |
| 1Y | +29.6% | +5.6% | +24.0% | +25.9% |
| 3Y | +203.1% | -26.5% | +229.6% | +206.9% |
| 5Y | +223.8% | +6.5% | +217.4% | +189.6% |
| All | +443.3% | +199.5% | +243.8% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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