+356.5%
WELL vs BWA
+142.7%
+213.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | +0.7% | -5.6% | +6.3% | +2.1% |
| 3M | +14.5% | -10.7% | +25.2% | +17.3% |
| 6M | +14.4% | +23.2% | -8.8% | +6.2% |
| YTD | +28.5% | +46.0% | -17.5% | +12.3% |
| 1Y | +41.8% | +51.2% | -9.4% | +22.2% |
| 3Y | +202.8% | +69.6% | +133.3% | +144.3% |
| 5Y | +208.8% | +86.6% | +122.2% | +133.3% |
| 10Y | +356.5% | +152.3% | +204.2% | +166.7% |
| All | +356.5% | +142.7% | +213.8% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling