+11.2%
QCOM vs WELL
+227.0%
-215.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.4% | +4.4% | -4.1% | -0.7% |
| 30D | -6.6% | +10.8% | -17.4% | -9.3% |
| 3M | +3.7% | +4.2% | -0.5% | +2.3% |
| 6M | -13.3% | +14.0% | -27.3% | -17.3% |
| YTD | -1.8% | +33.4% | -35.2% | -11.7% |
| 1Y | -2.5% | +32.4% | -34.9% | -12.4% |
| 3Y | +47.0% | +194.7% | -147.8% | -7.7% |
| All | +11.2% | +227.0% | -215.8% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling