+245.8%
QCOM vs WELL
+475.0%
-229.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +1.2% | +7.8% | -6.6% | -0.9% |
| 3M | +9.1% | +10.2% | -1.1% | +6.2% |
| 6M | -25.0% | +16.4% | -41.3% | -28.6% |
| YTD | +4.8% | +35.2% | -30.3% | -4.8% |
| 1Y | +3.6% | +30.5% | -26.9% | -5.1% |
| 3Y | +51.5% | +206.1% | -154.6% | +6.7% |
| 5Y | +19.7% | +228.3% | -208.5% | -18.3% |
| 10Y | +245.8% | +468.3% | -222.5% | +81.9% |
| All | +245.8% | +475.0% | -229.2% | +81.9% |
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