+379.6%
WELL vs QSR
+218.5%
+161.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -0.8% | +2.4% | -3.2% | -1.9% |
| 30D | -0.1% | +7.6% | -7.7% | -3.5% |
| 3M | +18.0% | +12.6% | +5.4% | +11.4% |
| 6M | +15.0% | +14.4% | +0.6% | +7.2% |
| YTD | +28.6% | +19.6% | +9.0% | +16.9% |
| 1Y | +42.9% | +33.9% | +9.0% | +22.6% |
| 3Y | +203.0% | +27.1% | +175.9% | +159.0% |
| 5Y | +206.9% | +48.5% | +158.3% | +136.7% |
| 10Y | +339.5% | +126.2% | +213.3% | +173.9% |
| All | +379.6% | +218.5% | +161.1% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling