+3,351.6%
WELL vs BG
+1,131.5%
+2,220.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -0.8% | +2.8% | -3.6% | -1.5% |
| 30D | -0.1% | +12.0% | -12.1% | -3.1% |
| 3M | +18.0% | -7.7% | +25.7% | +20.0% |
| 6M | +15.0% | +4.5% | +10.5% | +12.8% |
| YTD | +28.6% | +35.7% | -7.1% | +17.5% |
| 1Y | +42.9% | +50.1% | -7.2% | +26.5% |
| 3Y | +203.0% | +12.6% | +190.4% | +184.1% |
| 5Y | +206.9% | +75.4% | +131.5% | +148.3% |
| 10Y | +339.5% | +150.5% | +189.0% | +207.7% |
| All | +3,351.6% | +1,131.5% | +2,220.2% | +1,902.4% |
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