+337.6%
WELL vs BP
+126.3%
+211.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | -0.4% |
| 7D | -1.3% | +0.9% | -2.2% | -1.6% |
| 30D | +0.5% | +9.1% | -8.6% | -2.6% |
| 3M | +19.1% | +3.9% | +15.2% | +16.9% |
| 6M | +17.0% | +13.6% | +3.3% | +10.5% |
| YTD | +29.2% | +34.0% | -4.8% | +14.3% |
| 1Y | +42.1% | +39.2% | +3.0% | +23.6% |
| 3Y | +204.5% | +36.4% | +168.1% | +159.6% |
| 5Y | +211.0% | +135.8% | +75.2% | +95.8% |
| 10Y | +337.6% | +125.0% | +212.6% | +147.9% |
| All | +337.6% | +126.3% | +211.4% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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