+226.5%
WELL vs BBWI
-67.1%
+293.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | +3.5% | -6.2% | +9.7% | +4.0% |
| 30D | +9.7% | +25.5% | -15.8% | +7.8% |
| 3M | +4.8% | +8.0% | -3.2% | +3.9% |
| 6M | +16.1% | +12.7% | +3.4% | +14.4% |
| YTD | +34.7% | +11.6% | +23.1% | +32.3% |
| 1Y | +31.9% | -0.9% | +32.8% | +30.4% |
| 3Y | +209.9% | -22.7% | +232.6% | +203.5% |
| 5Y | +226.5% | -67.2% | +293.7% | +259.4% |
| All | +226.5% | -67.1% | +293.6% | +259.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling