+42.6%
WELL vs PBF
+172.9%
-130.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.3% |
| 30D | +0.5% | +24.9% | -24.3% | +1.0% |
| 3M | +19.1% | +81.9% | -62.8% | +20.0% |
| 6M | +17.0% | +79.4% | -62.4% | +17.9% |
| YTD | +29.2% | +188.3% | -159.1% | +29.1% |
| All | +42.6% | +172.9% | -130.4% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling