+49,194.2%
QCOM vs WELL
+12,852.8%
+36,341.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.4% | +4.4% | -4.1% | -1.0% |
| 30D | -6.6% | +10.8% | -17.4% | -9.9% |
| 3M | +3.7% | +4.2% | -0.5% | +2.0% |
| 6M | -13.3% | +14.0% | -27.3% | -18.0% |
| YTD | -1.8% | +33.4% | -35.2% | -12.2% |
| 1Y | -2.5% | +32.4% | -34.9% | -12.8% |
| 3Y | +47.0% | +194.7% | -147.8% | -1.2% |
| 5Y | +13.1% | +226.5% | -213.3% | -27.4% |
| 10Y | +224.7% | +429.8% | -205.2% | +57.9% |
| All | +49,194.2% | +12,852.8% | +36,341.5% | +8,394.7% |
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 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