+926.6%
WELL vs BAH
+1,056.2%
-129.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | +0.7% |
| 7D | +4.4% | -3.5% | +8.0% | +5.1% |
| 30D | +10.8% | +24.3% | -13.4% | +6.3% |
| 3M | +4.2% | +16.3% | -12.1% | +1.0% |
| 6M | +14.0% | +13.6% | +0.4% | +10.3% |
| YTD | +33.4% | +3.5% | +29.9% | +30.3% |
| 1Y | +32.4% | +2.7% | +29.7% | +29.2% |
| 3Y | +194.7% | -26.6% | +221.3% | +199.1% |
| 5Y | +226.5% | +8.5% | +217.9% | +197.7% |
| 10Y | +429.8% | +225.1% | +204.8% | +285.9% |
| All | +926.6% | +1,056.2% | -129.6% | +423.7% |
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