+337.6%
WELL vs BN
+259.6%
+78.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +1.7% |
| 7D | -1.3% | -1.2% | -0.1% | -0.8% |
| 30D | +0.5% | -10.9% | +11.4% | +6.0% |
| 3M | +19.1% | -11.1% | +30.1% | +25.3% |
| 6M | +17.0% | -4.4% | +21.3% | +17.8% |
| YTD | +29.2% | -14.1% | +43.3% | +36.0% |
| 1Y | +42.1% | -11.1% | +53.2% | +46.0% |
| 3Y | +204.5% | +75.6% | +129.0% | +101.3% |
| 5Y | +211.0% | +35.8% | +175.2% | +129.8% |
| 10Y | +337.6% | +261.6% | +76.0% | +100.4% |
| All | +337.6% | +259.6% | +78.0% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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