+2.3%
QCOM vs WELL
+37.3%
-35.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.5% | +6.1% |
| 7D | -5.3% | +9.2% | -14.5% | -3.1% |
| 30D | -4.2% | +10.6% | -14.8% | -1.4% |
| 3M | +7.0% | +7.5% | -0.4% | +9.2% |
| 6M | +3.8% | +15.0% | -11.2% | +9.8% |
| YTD | +2.8% | +35.0% | -32.2% | +14.5% |
| 1Y | +2.3% | +36.5% | -34.2% | +15.4% |
| All | +2.3% | +37.3% | -35.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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