+442.3%
WELL vs BG
+111.0%
+331.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +0.1% | +2.6% | -2.5% | -0.7% |
| 30D | +5.7% | -6.7% | +12.3% | +7.9% |
| 3M | +4.6% | -9.3% | +13.9% | +7.4% |
| 6M | +11.9% | -18.3% | +30.2% | +18.1% |
| YTD | +33.6% | +16.2% | +17.4% | +24.4% |
| 1Y | +29.8% | +7.6% | +22.2% | +24.0% |
| 3Y | +202.2% | +6.6% | +195.6% | +181.5% |
| 5Y | +223.2% | +22.2% | +201.0% | +171.3% |
| All | +442.3% | +111.0% | +331.3% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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