+392.7%
WELL vs QS
-44.4%
+437.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.1% |
| 7D | -0.8% | -2.3% | +1.5% | -0.7% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | +18.0% | -39.6% | +57.7% | +19.2% |
| 6M | +15.0% | -21.7% | +36.7% | +15.2% |
| YTD | +28.6% | -47.4% | +76.0% | +30.0% |
| 1Y | +42.9% | -28.4% | +71.3% | +42.6% |
| 3Y | +203.0% | -22.6% | +225.6% | +194.9% |
| 5Y | +206.9% | -75.6% | +282.5% | +200.7% |
| All | +392.7% | -44.4% | +437.1% | +366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling