+227.0%
WELL vs BURL
-15.9%
+242.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | +5.3% | +3.5% | +1.8% | +4.9% |
| 30D | +8.7% | -9.3% | +18.0% | +9.6% |
| 3M | +3.8% | -32.1% | +35.9% | +7.3% |
| 6M | +15.4% | -19.8% | +35.2% | +17.2% |
| YTD | +33.7% | -13.2% | +46.8% | +34.6% |
| 1Y | +33.6% | -7.8% | +41.5% | +33.5% |
| 3Y | +194.2% | +89.3% | +104.9% | +164.2% |
| 5Y | +227.0% | -15.8% | +242.8% | +231.0% |
| All | +227.0% | -15.9% | +242.9% | +231.0% |
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