+195.5%
WELL vs BTSG
+493.4%
-297.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.1% | +6.0% | -5.9% | -0.4% |
| 30D | +5.7% | +12.4% | -6.8% | +4.5% |
| 3M | +4.6% | +18.2% | -13.6% | +2.9% |
| 6M | +11.9% | +26.0% | -14.2% | +8.9% |
| YTD | +33.6% | +90.1% | -56.6% | +24.8% |
| 1Y | +29.8% | +124.3% | -94.5% | +19.2% |
| All | +195.5% | +493.4% | -297.9% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling