+209.9%
WELL vs BLDR
-47.3%
+257.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.7% |
| 7D | +3.5% | -2.7% | +6.2% | +3.6% |
| 30D | +9.7% | +24.8% | -15.1% | +8.8% |
| 3M | +4.8% | -11.7% | +16.5% | +5.0% |
| 6M | +16.1% | -14.8% | +30.8% | +16.3% |
| YTD | +34.7% | -35.9% | +70.6% | +36.0% |
| 1Y | +31.9% | -39.7% | +71.6% | +33.5% |
| 3Y | +209.9% | -45.6% | +255.4% | +196.9% |
| All | +209.9% | -47.3% | +257.2% | +196.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling