+222.0%
WELL vs BURL
-14.7%
+236.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.6% |
| 7D | +3.0% | +5.9% | -2.8% | +2.5% |
| 30D | +10.2% | -8.3% | +18.5% | +11.0% |
| 3M | +6.1% | -31.6% | +37.8% | +9.6% |
| 6M | +16.6% | -16.6% | +33.2% | +18.1% |
| YTD | +35.3% | -12.1% | +47.4% | +36.1% |
| 1Y | +31.5% | -10.0% | +41.5% | +31.7% |
| 3Y | +206.5% | +94.3% | +112.2% | +174.2% |
| 5Y | +222.0% | -13.2% | +235.2% | +224.9% |
| All | +222.0% | -14.7% | +236.6% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 5y: compounded portfolio wealth divided by compounded BURL 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…
5y analysis · Full analysis span regression · 6 months rolling