+222.0%
WELL vs BROS
+7.7%
+214.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.1% | -20.4% | +20.5% | +1.2% |
| 30D | +7.8% | -6.1% | +13.9% | +8.0% |
| 3M | +10.2% | -29.4% | +39.6% | +12.1% |
| 6M | +16.4% | -31.5% | +47.9% | +18.2% |
| YTD | +35.2% | -42.8% | +78.0% | +38.4% |
| 1Y | +30.5% | -37.5% | +67.9% | +32.7% |
| 3Y | +206.1% | +27.2% | +178.9% | +192.5% |
| 5Y | +228.3% | -47.0% | +275.2% | +215.2% |
| All | +222.0% | +7.7% | +214.3% | +199.0% |
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