+206.4%
WELL vs BROS
+43.3%
+163.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -0.8% | -6.7% | +5.9% | -0.4% |
| 30D | -0.1% | -29.1% | +29.0% | +1.7% |
| 3M | +18.0% | -16.7% | +34.7% | +18.9% |
| 6M | +15.0% | -11.6% | +26.6% | +15.2% |
| YTD | +28.6% | -23.9% | +52.5% | +29.9% |
| 1Y | +42.9% | -34.8% | +77.7% | +45.4% |
| 3Y | +203.0% | +62.1% | +140.9% | +186.0% |
| All | +206.4% | +43.3% | +163.1% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling