+1,700.1%
WELL vs QLD
+7,183.5%
-5,483.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.7% | +11.7% | +2.9% |
| 7D | +5.3% | -18.6% | +23.8% | +11.7% |
| 30D | +8.7% | -28.3% | +37.0% | +19.6% |
| 3M | +3.8% | -20.4% | +24.2% | +10.3% |
| 6M | +15.4% | -14.3% | +29.6% | +17.4% |
| YTD | +33.7% | +2.8% | +30.9% | +27.1% |
| 1Y | +33.6% | -1.2% | +34.9% | +28.3% |
| 3Y | +194.2% | +135.3% | +58.9% | +96.7% |
| 5Y | +227.0% | +62.6% | +164.4% | +128.9% |
| 10Y | +430.7% | +1,384.3% | -953.5% | +34.2% |
| All | +1,700.1% | +7,183.5% | -5,483.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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