+471.8%
WELL vs BP
+124.7%
+347.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | -6.3% | +9.0% | +4.9% |
| 30D | +9.8% | -3.6% | +13.5% | +10.9% |
| 3M | +5.8% | +5.2% | +0.5% | +3.4% |
| 6M | +16.2% | +5.3% | +10.9% | +12.8% |
| YTD | +34.9% | +33.1% | +1.7% | +19.1% |
| 1Y | +31.0% | +26.3% | +4.7% | +17.8% |
| 3Y | +205.4% | +47.5% | +157.9% | +151.6% |
| 5Y | +220.8% | +106.2% | +114.7% | +115.9% |
| 10Y | +471.8% | +127.0% | +344.9% | +245.2% |
| All | +471.8% | +124.7% | +347.1% | +245.2% |
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