+521.1%
WELL vs BURL
+1,051.1%
-530.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.6% |
| 7D | -0.8% | -2.8% | +2.0% | -0.2% |
| 30D | -0.1% | -28.2% | +28.1% | +7.4% |
| 3M | +18.0% | -17.6% | +35.6% | +22.7% |
| 6M | +15.0% | -11.8% | +26.8% | +16.9% |
| YTD | +28.6% | -8.1% | +36.8% | +29.4% |
| 1Y | +42.9% | -12.0% | +54.9% | +44.0% |
| 3Y | +203.0% | +63.3% | +139.7% | +148.8% |
| 5Y | +206.9% | -10.8% | +217.7% | +184.4% |
| 10Y | +339.5% | +215.9% | +123.6% | +214.1% |
| All | +521.1% | +1,051.1% | -530.0% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling