+612.9%
WELL vs PBF
+265.5%
+347.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +4.4% | -13.8% | +18.2% | +6.4% |
| 30D | +10.8% | -19.6% | +30.4% | +13.8% |
| 3M | +4.2% | +10.3% | -6.0% | +2.1% |
| 6M | +14.0% | +63.4% | -49.4% | +4.9% |
| YTD | +33.4% | +152.6% | -119.2% | +13.6% |
| 1Y | +32.4% | +87.4% | -54.9% | +17.3% |
| 3Y | +194.7% | +63.3% | +131.5% | +155.6% |
| 5Y | +226.5% | +412.5% | -186.0% | +118.1% |
| 10Y | +429.8% | +282.5% | +147.4% | +191.3% |
| All | +612.9% | +265.5% | +347.5% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling