+31.1%
WELL vs Q
+78.4%
-47.3%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.5% |
| 7D | -1.1% | +6.6% | -7.7% | -1.0% |
| 30D | +0.7% | -6.6% | +7.3% | +0.6% |
| 3M | +14.5% | -13.2% | +27.8% | +13.8% |
| 6M | +14.4% | +9.9% | +4.5% | +12.1% |
| YTD | +28.5% | +53.9% | -25.5% | +25.1% |
| All | +31.1% | +78.4% | -47.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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