+356.5%
WELL vs BB
+2.1%
+354.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.4% |
| 7D | -1.1% | +1.8% | -3.0% | -1.3% |
| 30D | +0.7% | -12.2% | +13.0% | +1.8% |
| 3M | +14.5% | -12.3% | +26.8% | +14.9% |
| 6M | +14.4% | +122.7% | -108.3% | +3.4% |
| YTD | +28.5% | +104.5% | -76.0% | +17.1% |
| 1Y | +41.8% | +106.7% | -64.9% | +28.5% |
| 3Y | +202.8% | +70.0% | +132.9% | +170.8% |
| 5Y | +208.8% | -27.8% | +236.6% | +195.8% |
| 10Y | +356.5% | +2.4% | +354.2% | +208.3% |
| All | +356.5% | +2.1% | +354.4% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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