+1,205.0%
WELL vs BR
+1,473.8%
-268.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | +6.8% | +13.7% | -6.9% | +1.5% |
| 3M | +6.7% | +13.8% | -7.1% | +1.1% |
| 6M | +13.8% | +29.7% | -15.9% | +1.3% |
| YTD | +33.8% | -12.6% | +46.5% | +38.7% |
| 1Y | +29.6% | -12.4% | +42.1% | +34.1% |
| 3Y | +203.1% | +14.1% | +189.0% | +176.7% |
| 5Y | +223.8% | +18.7% | +205.2% | +186.5% |
| 10Y | +462.8% | +276.2% | +186.6% | +195.2% |
| All | +1,205.0% | +1,473.8% | -268.8% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling