+242.8%
QCOM vs WELL
+459.5%
-216.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +5.5% | +3.0% | +2.5% | +4.8% |
| 30D | -1.1% | +10.2% | -11.3% | -3.8% |
| 3M | +7.6% | +6.1% | +1.5% | +5.7% |
| 6M | -20.1% | +16.6% | -36.7% | -24.0% |
| YTD | +3.0% | +35.3% | -32.3% | -6.4% |
| 1Y | +3.2% | +31.5% | -28.2% | -5.6% |
| 3Y | +48.9% | +206.5% | -157.6% | +4.9% |
| 5Y | +21.1% | +222.0% | -200.9% | -16.9% |
| 10Y | +242.8% | +473.8% | -231.0% | +79.6% |
| All | +242.8% | +459.5% | -216.7% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling