+207.8%
WELL vs BROS
+41.2%
+166.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +0.5% | -13.5% | +14.0% | +1.3% |
| 3M | +19.1% | -18.4% | +37.5% | +20.1% |
| 6M | +17.0% | -10.6% | +27.6% | +17.1% |
| YTD | +29.2% | -25.1% | +54.3% | +30.6% |
| 1Y | +42.1% | -28.6% | +70.8% | +43.8% |
| 3Y | +204.5% | +65.6% | +139.0% | +187.1% |
| All | +207.8% | +41.2% | +166.7% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling