Wearable devices have become ubiquitous, collecting rich temporal data that offers valuable insights into human activities, health monitoring, and behavior analysis. Leveraging these data, researchers have developed innovative approaches to classify and predict time-based patterns and events in human life. Time-based techniques allow the capture of intricate temporal dependencies, which is the nature of the data coming from wearable devices. This paper focuses on predicting well-being factors, such as stress, anxiety, and positive and negative affect, on the Tesserae dataset collected from office workers. We examine the performance of different methodologies, including deep-learning architectures, LSTM, ensemble techniques, Random Forest (RF), and XGBoost, and compare their performances for time-based and non-time-based versions. In time-based versions, we investigate the effect of previous records of well-being factors on the upcoming ones. The overall results show that time-based LSTM performs the best among conventional (non-time-based) RF, XGBoost, and LSTM. The performance even increases when we consider a more extended previous period, in this case, 3 past-days rather than 1 past-day to predict the next day. Furthermore, we explore the corresponding biomarkers for each well-being factor using feature ranking. The obtained rankings are compatible with the psychological literature. In this work, we validated them based on device measurements rather than subjective survey responses.