+587.2%
WELL vs PBF
+303.9%
+283.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.9% |
| 7D | -0.8% | +4.3% | -5.1% | -1.4% |
| 30D | -0.1% | +22.0% | -22.1% | -2.9% |
| 3M | +18.0% | +74.5% | -56.5% | +8.5% |
| 6M | +15.0% | +67.7% | -52.7% | +5.1% |
| YTD | +28.6% | +179.2% | -150.6% | +8.6% |
| 1Y | +42.9% | +170.0% | -127.1% | +20.2% |
| 3Y | +203.0% | +66.4% | +136.6% | +163.6% |
| 5Y | +206.9% | +764.5% | -557.6% | +86.6% |
| 10Y | +339.5% | +358.5% | -19.0% | +137.9% |
| All | +587.2% | +303.9% | +283.4% | +271.7% |
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