+18,622.2%
WELL vs BRO
+25,535.4%
-6,913.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.2% | -7.3% | +7.1% | +1.4% |
| 30D | +2.3% | -6.9% | +9.2% | +3.9% |
| 3M | +12.3% | +10.7% | +1.6% | +9.5% |
| 6M | +15.6% | -2.7% | +18.3% | +15.6% |
| YTD | +28.3% | -16.3% | +44.6% | +32.2% |
| 1Y | +41.9% | -29.1% | +71.0% | +51.5% |
| 3Y | +198.3% | -7.8% | +206.2% | +198.8% |
| 5Y | +206.4% | +18.7% | +187.7% | +187.1% |
| 10Y | +356.0% | +291.9% | +64.1% | +243.6% |
| All | +18,622.2% | +25,535.4% | -6,913.3% | +11,083.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling