+349.8%
WELL vs BTG
+159.3%
+190.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -0.2% | -3.8% | +3.5% | +0.1% |
| 30D | +2.3% | +3.6% | -1.3% | +1.9% |
| 3M | +12.3% | +32.0% | -19.8% | +8.8% |
| 6M | +15.6% | +3.4% | +12.2% | +14.2% |
| YTD | +28.3% | +20.8% | +7.5% | +24.1% |
| 1Y | +41.9% | +22.4% | +19.5% | +36.4% |
| 3Y | +198.3% | +91.7% | +106.6% | +168.4% |
| 5Y | +206.4% | +79.0% | +127.4% | +174.1% |
| All | +349.8% | +159.3% | +190.5% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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