+349.8%
WELL vs QSR
+135.2%
+214.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.4% |
| 7D | -0.2% | -4.0% | +3.8% | +1.9% |
| 30D | +2.3% | +2.8% | -0.4% | +0.7% |
| 3M | +12.3% | +5.1% | +7.2% | +9.0% |
| 6M | +15.6% | +8.8% | +6.8% | +9.6% |
| YTD | +28.3% | +14.8% | +13.5% | +17.6% |
| 1Y | +41.9% | +25.7% | +16.2% | +23.3% |
| 3Y | +198.3% | +27.5% | +170.8% | +147.3% |
| 5Y | +206.4% | +41.3% | +165.2% | +132.0% |
| All | +349.8% | +135.2% | +214.6% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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