+8,319.9%
WELL vs BWA
+2,636.0%
+5,683.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | -0.4% |
| 7D | +3.5% | -0.6% | +4.1% | +3.5% |
| 30D | +9.7% | -16.1% | +25.8% | +14.3% |
| 3M | +4.8% | -24.6% | +29.4% | +11.8% |
| 6M | +16.1% | -15.7% | +31.8% | +19.3% |
| YTD | +34.7% | +15.1% | +19.6% | +26.2% |
| 1Y | +31.9% | +15.9% | +16.1% | +23.1% |
| 3Y | +209.9% | +67.1% | +142.8% | +155.6% |
| 5Y | +226.5% | +34.7% | +191.8% | +178.7% |
| 10Y | +455.3% | +99.5% | +355.8% | +304.1% |
| All | +8,319.9% | +2,636.0% | +5,683.9% | +3,702.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling