+194.7%
WELL vs BAM
+85.9%
+108.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +4.4% | +9.7% | -5.3% | +3.2% |
| 30D | +10.8% | +19.0% | -8.2% | +8.5% |
| 3M | +4.2% | +0.6% | +3.7% | +3.9% |
| 6M | +14.0% | +11.1% | +2.9% | +12.0% |
| YTD | +33.4% | +4.2% | +29.2% | +31.9% |
| 1Y | +32.4% | +3.3% | +29.1% | +31.0% |
| 3Y | +194.7% | +88.8% | +106.0% | +163.0% |
| All | +194.7% | +85.9% | +108.8% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling