+1,154.0%
WELL vs BR
+1,321.0%
-167.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.7% |
| 7D | -0.8% | -5.3% | +4.5% | +1.4% |
| 30D | -0.1% | +6.4% | -6.5% | -2.7% |
| 3M | +18.0% | +13.6% | +4.4% | +11.4% |
| 6M | +15.0% | -6.7% | +21.7% | +16.6% |
| YTD | +28.6% | -21.1% | +49.7% | +39.0% |
| 1Y | +42.9% | -29.6% | +72.5% | +61.9% |
| 3Y | +203.0% | -2.4% | +205.4% | +195.4% |
| 5Y | +206.9% | +11.2% | +195.6% | +178.1% |
| 10Y | +339.5% | +191.8% | +147.7% | +156.7% |
| All | +1,154.0% | +1,321.0% | -167.0% | +230.3% |
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