+36.3%
WELL vs Q
+68.3%
-32.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.3% |
| 7D | +0.1% | +1.2% | -1.0% | +0.2% |
| 30D | +5.7% | -2.7% | +8.3% | +5.7% |
| 3M | +4.6% | -16.9% | +21.6% | +4.3% |
| 6M | +11.9% | -26.9% | +38.7% | +11.7% |
| YTD | +33.6% | +45.2% | -11.6% | +30.1% |
| 1Y | +29.8% | +38.1% | -8.4% | +26.4% |
| All | +36.3% | +68.3% | -32.0% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling