+198.3%
WELL vs BRO
-7.6%
+206.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.2% | -7.3% | +7.1% | +1.2% |
| 30D | +2.3% | -6.9% | +9.2% | +3.6% |
| 3M | +12.3% | +10.7% | +1.6% | +9.8% |
| 6M | +15.6% | -2.7% | +18.3% | +16.0% |
| YTD | +28.3% | -16.3% | +44.6% | +33.3% |
| 1Y | +41.9% | -29.1% | +71.0% | +54.7% |
| 3Y | +198.3% | -7.8% | +206.2% | +199.3% |
| All | +198.3% | -7.6% | +206.0% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling