+203.3%
WELL vs BBWI
-42.5%
+245.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.2% |
| 7D | -0.8% | +1.5% | -2.3% | -0.9% |
| 30D | -0.1% | -5.2% | +5.1% | +0.1% |
| 3M | +18.0% | +11.1% | +6.9% | +17.4% |
| 6M | +15.0% | -13.4% | +28.4% | +15.4% |
| YTD | +28.6% | +0.1% | +28.5% | +28.3% |
| 1Y | +42.9% | -36.1% | +79.0% | +45.5% |
| All | +203.3% | -42.5% | +245.8% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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