+337.6%
WELL vs BAH
+182.5%
+155.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -1.3% | -4.3% | +3.0% | -0.5% |
| 30D | +0.5% | -4.5% | +5.0% | +1.3% |
| 3M | +19.1% | -7.6% | +26.7% | +20.4% |
| 6M | +17.0% | -10.6% | +27.6% | +18.6% |
| YTD | +29.2% | -12.6% | +41.8% | +30.4% |
| 1Y | +42.1% | -27.0% | +69.1% | +48.6% |
| 3Y | +204.5% | -31.5% | +236.0% | +208.6% |
| 5Y | +211.0% | -3.8% | +214.8% | +180.3% |
| 10Y | +337.6% | +183.9% | +153.7% | +222.0% |
| All | +337.6% | +182.5% | +155.1% | +222.0% |
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