+278.6%
WELL vs BAM
+88.1%
+190.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +2.7% | +5.0% | -2.3% | +1.9% |
| 30D | +9.8% | +16.6% | -6.7% | +7.1% |
| 3M | +5.8% | +2.2% | +3.6% | +5.1% |
| 6M | +16.2% | +9.7% | +6.6% | +13.9% |
| YTD | +34.9% | +5.2% | +29.6% | +32.7% |
| 1Y | +31.0% | +3.9% | +27.1% | +29.1% |
| 3Y | +205.4% | +91.5% | +113.9% | +149.3% |
| All | +278.6% | +88.1% | +190.5% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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