+209.6%
WELL vs BAX
-65.7%
+275.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -0.8% | -1.1% | +0.4% | -0.7% |
| 30D | -0.1% | -5.5% | +5.4% | +0.6% |
| 3M | +18.0% | +33.5% | -15.5% | +12.8% |
| 6M | +15.0% | +35.9% | -20.9% | +9.4% |
| YTD | +28.6% | +35.4% | -6.7% | +21.7% |
| 1Y | +42.9% | +9.8% | +33.2% | +39.2% |
| 3Y | +203.0% | -32.7% | +235.7% | +216.4% |
| All | +209.6% | -65.7% | +275.3% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 5y: compounded portfolio wealth divided by compounded BAX 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…
5y analysis · Full analysis span regression · 6 months rolling