+278.1%
WELL vs BAM
+90.5%
+187.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.4% | +0.6% |
| 7D | +3.5% | +5.3% | -1.8% | +2.6% |
| 30D | +9.7% | +18.1% | -8.4% | +6.7% |
| 3M | +4.8% | +4.2% | +0.6% | +3.8% |
| 6M | +16.1% | +11.1% | +5.0% | +13.5% |
| YTD | +34.7% | +6.6% | +28.1% | +32.2% |
| 1Y | +31.9% | +6.2% | +25.7% | +29.4% |
| 3Y | +209.9% | +95.0% | +114.8% | +152.0% |
| All | +278.1% | +90.5% | +187.6% | +205.5% |
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