+204.5%
WELL vs QS
-19.7%
+224.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | +0.5% |
| 7D | -1.3% | +2.2% | -3.5% | -1.3% |
| 30D | +0.5% | -8.1% | +8.6% | +0.5% |
| 3M | +19.1% | -27.0% | +46.1% | +19.2% |
| 6M | +17.0% | -16.4% | +33.4% | +16.8% |
| YTD | +29.2% | -46.4% | +75.6% | +29.5% |
| 1Y | +42.1% | -41.1% | +83.2% | +42.1% |
| 3Y | +204.5% | -18.6% | +223.2% | +203.7% |
| All | +204.5% | -19.7% | +224.2% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling