+19,646.7%
WELL vs BBWI
+1,159.1%
+18,487.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +3.0% | -4.2% | +7.3% | +3.8% |
| 30D | +10.2% | +24.9% | -14.6% | +5.5% |
| 3M | +6.1% | +13.2% | -7.1% | +2.8% |
| 6M | +16.6% | +12.1% | +4.5% | +12.3% |
| YTD | +35.3% | +11.1% | +24.3% | +29.0% |
| 1Y | +31.5% | +0.7% | +30.8% | +26.2% |
| 3Y | +206.5% | -23.8% | +230.2% | +194.7% |
| 5Y | +222.0% | -66.9% | +288.9% | +252.0% |
| 10Y | +473.8% | -45.3% | +519.1% | +384.7% |
| All | +19,646.7% | +1,159.1% | +18,487.6% | +9,622.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling