+50,186.6%
QCOM vs WELL
+12,385.4%
+37,801.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +3.3% | -0.8% | +4.1% | +3.6% |
| 30D | +7.7% | -0.1% | +7.8% | +7.6% |
| 3M | -30.1% | +18.0% | -48.1% | -34.4% |
| 6M | +22.8% | +15.0% | +7.8% | +15.9% |
| YTD | +0.2% | +28.6% | -28.4% | -9.2% |
| 1Y | +7.9% | +42.9% | -35.1% | -5.9% |
| 3Y | +55.8% | +203.0% | -147.2% | +3.8% |
| 5Y | +30.1% | +206.9% | -176.8% | -14.8% |
| 10Y | +248.9% | +339.5% | -90.6% | +81.6% |
| All | +50,186.6% | +12,385.4% | +37,801.2% | +8,684.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling