+4,676.2%
WELL vs BB
+258.8%
+4,417.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.8% | -5.6% | +4.8% | -0.4% |
| 30D | -0.1% | -11.8% | +11.7% | +0.8% |
| 3M | +18.0% | -25.5% | +43.6% | +19.8% |
| 6M | +15.0% | +121.3% | -106.3% | +6.7% |
| YTD | +28.6% | +103.2% | -74.6% | +20.1% |
| 1Y | +42.9% | +102.6% | -59.7% | +33.0% |
| 3Y | +203.0% | +37.5% | +165.5% | +183.1% |
| 5Y | +206.9% | -30.4% | +237.3% | +196.6% |
| 10Y | +339.5% | 0.0% | +339.5% | +281.2% |
| All | +4,676.2% | +258.8% | +4,417.4% | +4,472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling