+73.5%
WELL vs BIYA
-99.9%
+173.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.1% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | +7.8% | -22.3% | +30.1% | +7.8% |
| 3M | +10.2% | -54.8% | +65.0% | +10.3% |
| 6M | +16.4% | -86.5% | +102.8% | +16.8% |
| YTD | +35.2% | -96.8% | +132.0% | +36.6% |
| 1Y | +30.5% | -98.6% | +129.1% | +32.3% |
| All | +73.5% | -99.9% | +173.3% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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