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Adolescence is a period of increased vulnerability for low well-being and mental health problems, particularly for girls and older adolescents. Accurate measurement via brief self-report is therefore vital to understanding prevalence, group trends, screening efforts, and response to intervention. We drew on data from the #BeeWell study (N = 37,149, aged 12–15) to consider whether sum-scoring, mean comparisons, and deployment for screening were likely to show bias for eight such measures. Evidence for unidimensionality, considering dynamic fit confirmatory factor models, exploratory graph analysis, and bifactor modeling, was found for five measures. Of these five, most showed a degree of non-invariance across sex and age likely incompatible with mean comparison. Effects on selection were minimal, except sensitivity was substantially lower in boys for the internalizing symptoms measure. Measure-specific insights are discussed, as are general issues highlighted by our analysis, such as item reversals and measurement invariance. [ABSTRACT FROM AUTHOR]