+206.2%
WELL vs BTDR
+15.3%
+190.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | 0.0% |
| 7D | -2.2% | -3.2% | +0.9% | -2.2% |
| 30D | +4.7% | +32.7% | -28.0% | +4.4% |
| 3M | +11.9% | -28.4% | +40.3% | +12.2% |
| 6M | +14.3% | +51.7% | -37.4% | +13.1% |
| YTD | +28.4% | +2.9% | +25.5% | +27.5% |
| 1Y | +42.3% | -15.5% | +57.8% | +41.4% |
| 3Y | +202.6% | 0.0% | +202.6% | +194.5% |
| 5Y | +206.5% | +16.5% | +190.1% | +188.2% |
| All | +206.2% | +15.3% | +190.9% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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