+2.0%
QCOM vs WELL
+31.8%
-29.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.9% |
| 7D | +5.8% | +3.5% | +2.3% | +6.7% |
| 30D | -2.3% | +9.7% | -12.0% | +0.3% |
| 3M | +2.7% | +4.8% | -2.1% | +3.9% |
| 6M | -21.0% | +16.1% | -37.1% | -16.5% |
| YTD | +1.8% | +34.7% | -32.9% | +13.7% |
| All | +2.0% | +31.8% | -29.8% | +12.7% |
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