+468.3%
WELL vs QID
-99.1%
+567.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -1.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +7.8% | +14.4% | -6.6% | +11.3% |
| 3M | +10.2% | +6.7% | +3.6% | +12.2% |
| 6M | +16.4% | +2.6% | +13.8% | +17.7% |
| YTD | +35.2% | -24.2% | +59.4% | +27.9% |
| 1Y | +30.5% | -22.3% | +52.8% | +24.3% |
| 3Y | +206.1% | -72.0% | +278.1% | +133.3% |
| 5Y | +228.3% | -78.2% | +306.4% | +157.4% |
| 10Y | +468.3% | -99.1% | +567.4% | +160.7% |
| All | +468.3% | -99.1% | +567.4% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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