+889.6%
WELL vs BAH
+886.2%
+3.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -0.8% | -3.2% | +2.4% | -0.2% |
| 30D | -0.1% | +2.0% | -2.1% | -0.6% |
| 3M | +18.0% | -7.6% | +25.7% | +19.3% |
| 6M | +15.0% | -5.7% | +20.7% | +15.3% |
| YTD | +28.6% | -11.7% | +40.3% | +29.7% |
| 1Y | +42.9% | -27.4% | +70.3% | +49.4% |
| 3Y | +203.0% | -32.5% | +235.6% | +211.5% |
| 5Y | +206.9% | -3.3% | +210.2% | +185.4% |
| 10Y | +339.5% | +186.0% | +153.5% | +228.5% |
| All | +889.6% | +886.2% | +3.4% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling