+442.3%
WELL vs BP
+143.9%
+298.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +0.1% | +3.8% | -3.7% | -1.1% |
| 30D | +5.7% | -5.3% | +11.0% | +7.4% |
| 3M | +4.6% | +9.3% | -4.6% | +1.0% |
| 6M | +11.9% | +7.2% | +4.6% | +7.9% |
| YTD | +33.6% | +38.0% | -4.5% | +16.5% |
| 1Y | +29.8% | +33.2% | -3.4% | +14.5% |
| 3Y | +202.2% | +50.3% | +151.9% | +147.7% |
| 5Y | +223.2% | +114.1% | +109.1% | +114.5% |
| All | +442.3% | +143.9% | +298.4% | +225.7% |
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