+212.9%
WELL vs BURL
-11.0%
+223.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.3% |
| 7D | -0.8% | -2.8% | +2.0% | -0.6% |
| 30D | -0.1% | -28.2% | +28.1% | +2.8% |
| 3M | +18.0% | -17.6% | +35.6% | +19.9% |
| 6M | +15.0% | -11.8% | +26.8% | +15.8% |
| YTD | +28.6% | -8.1% | +36.8% | +29.0% |
| 1Y | +42.9% | -12.0% | +54.9% | +43.5% |
| 3Y | +203.0% | +63.3% | +139.7% | +177.9% |
| All | +212.9% | -11.0% | +223.8% | +206.5% |
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