+552.1%
WELL vs BURL
+1,021.0%
-468.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.7% | -4.9% | +1.1% |
| 7D | +9.2% | +10.4% | -1.3% | +6.7% |
| 30D | +10.6% | -4.9% | +15.6% | +11.8% |
| 3M | +7.5% | -29.8% | +37.2% | +15.8% |
| 6M | +15.0% | -16.5% | +31.5% | +18.5% |
| YTD | +35.0% | -10.5% | +45.6% | +36.2% |
| 1Y | +36.5% | -5.3% | +41.8% | +35.1% |
| 3Y | +197.3% | +95.1% | +102.2% | +132.4% |
| 5Y | +247.4% | -12.1% | +259.5% | +222.6% |
| 10Y | +436.3% | +273.2% | +163.1% | +276.7% |
| All | +552.1% | +1,021.0% | -468.8% | +338.3% |
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