+417.8%
WELL vs QS
-57.3%
+475.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | 0.0% |
| 7D | +0.1% | -5.0% | +5.1% | +0.2% |
| 30D | +7.8% | -1.4% | +9.2% | +7.8% |
| 3M | +10.2% | -33.6% | +43.8% | +11.2% |
| 6M | +16.4% | -47.6% | +63.9% | +17.7% |
| YTD | +35.2% | -59.6% | +94.8% | +37.4% |
| 1Y | +30.5% | -73.5% | +104.0% | +34.0% |
| 3Y | +206.1% | -23.0% | +229.1% | +197.1% |
| 5Y | +228.3% | -89.4% | +317.7% | +227.2% |
| All | +417.8% | -57.3% | +475.1% | +392.6% |
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