+3,485.1%
WELL vs BG
+954.5%
+2,530.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | +0.1% | +2.6% | -2.5% | -0.6% |
| 30D | +5.7% | -6.7% | +12.3% | +7.4% |
| 3M | +4.6% | -9.3% | +13.9% | +6.9% |
| 6M | +11.9% | -18.3% | +30.2% | +16.9% |
| YTD | +33.6% | +16.2% | +17.4% | +26.7% |
| 1Y | +29.8% | +7.6% | +22.2% | +25.5% |
| 3Y | +202.2% | +6.6% | +195.6% | +186.4% |
| 5Y | +223.2% | +22.2% | +201.0% | +188.2% |
| 10Y | +461.7% | +112.0% | +349.7% | +310.1% |
| All | +3,485.1% | +954.5% | +2,530.6% | +2,058.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling