+211.0%
WELL vs BLDR
+16.0%
+195.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.3% | +1.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +0.5% | -16.2% | +16.7% | +2.2% |
| 3M | +19.1% | -14.4% | +33.5% | +20.4% |
| 6M | +17.0% | -32.8% | +49.8% | +21.1% |
| YTD | +29.2% | -39.2% | +68.4% | +34.8% |
| 1Y | +42.1% | -57.7% | +99.8% | +54.8% |
| 3Y | +204.5% | -55.3% | +259.8% | +215.1% |
| 5Y | +211.0% | +15.6% | +195.4% | +167.5% |
| All | +211.0% | +16.0% | +195.0% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling