+202.2%
WELL vs BAH
-26.8%
+229.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +5.7% | +20.8% | -15.1% | +5.0% |
| 3M | +4.6% | +11.6% | -6.9% | +4.2% |
| 6M | +11.9% | +23.1% | -11.2% | +10.8% |
| YTD | +33.6% | +5.3% | +28.3% | +32.7% |
| 1Y | +29.8% | +6.1% | +23.6% | +28.7% |
| 3Y | +202.2% | -27.5% | +229.6% | +197.6% |
| All | +202.2% | -26.8% | +229.0% | +197.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling