+261.0%
WELL vs BAM
+78.0%
+183.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -0.8% | -2.0% | +1.2% | -0.5% |
| 30D | -0.1% | -2.9% | +2.8% | +0.3% |
| 3M | +18.0% | +9.4% | +8.6% | +15.8% |
| 6M | +15.0% | +10.8% | +4.2% | +12.3% |
| YTD | +28.6% | -0.4% | +29.1% | +27.8% |
| 1Y | +42.9% | -10.9% | +53.8% | +45.2% |
| 3Y | +203.0% | +61.3% | +141.8% | +157.5% |
| All | +261.0% | +78.0% | +183.1% | +195.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling