+356.5%
WELL vs BLDR
+357.1%
-0.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -1.1% | -2.7% | +1.6% | -0.6% |
| 30D | +0.7% | -14.7% | +15.5% | +4.0% |
| 3M | +14.5% | -20.8% | +35.3% | +19.3% |
| 6M | +14.4% | -35.3% | +49.8% | +24.0% |
| YTD | +28.5% | -40.3% | +68.8% | +40.7% |
| 1Y | +41.8% | -56.3% | +98.1% | +66.5% |
| 3Y | +202.8% | -56.1% | +258.9% | +232.1% |
| 5Y | +208.8% | +12.9% | +195.9% | +138.3% |
| 10Y | +356.5% | +386.5% | -29.9% | +135.6% |
| All | +356.5% | +357.1% | -0.6% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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