+218.3%
WELL vs BROS
+10.5%
+207.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.6% |
| 7D | +0.1% | +6.3% | -6.2% | -0.3% |
| 30D | +5.7% | -8.3% | +14.0% | +6.0% |
| 3M | +4.6% | -29.8% | +34.4% | +6.5% |
| 6M | +11.9% | -25.8% | +37.7% | +13.1% |
| YTD | +33.6% | -41.4% | +74.9% | +36.6% |
| 1Y | +29.8% | -35.2% | +64.9% | +31.7% |
| 3Y | +202.2% | +32.8% | +169.4% | +188.0% |
| 5Y | +223.2% | -42.2% | +265.4% | +210.0% |
| All | +218.3% | +10.5% | +207.8% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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