+391.6%
WELL vs QS
-46.4%
+438.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.1% |
| 7D | -0.2% | -3.6% | +3.4% | -0.2% |
| 30D | +2.3% | -17.2% | +19.6% | +2.7% |
| 3M | +12.3% | -27.0% | +39.2% | +12.9% |
| 6M | +15.6% | -24.6% | +40.1% | +15.9% |
| YTD | +28.3% | -49.3% | +77.6% | +29.8% |
| 1Y | +41.9% | -40.3% | +82.3% | +42.3% |
| 3Y | +198.3% | -23.8% | +222.1% | +190.4% |
| 5Y | +206.4% | -75.0% | +281.4% | +200.1% |
| All | +391.6% | -46.4% | +438.0% | +365.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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