+206.8%
WELL vs BTDR
+23.8%
+183.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.1% |
| 7D | -0.8% | +20.0% | -20.8% | -1.0% |
| 30D | -0.1% | +11.9% | -12.0% | -0.2% |
| 3M | +18.0% | -36.9% | +55.0% | +18.4% |
| 6M | +15.0% | +56.5% | -41.5% | +13.8% |
| YTD | +28.6% | +10.4% | +18.2% | +27.7% |
| 1Y | +42.9% | +3.1% | +39.8% | +41.7% |
| 3Y | +203.0% | -2.6% | +205.6% | +194.9% |
| 5Y | +206.9% | +25.2% | +181.7% | +188.4% |
| All | +206.8% | +23.8% | +183.0% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling