+198.3%
WELL vs QXO
-47.1%
+245.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.2% | -7.8% | +7.6% | -0.2% |
| 30D | +2.3% | -18.1% | +20.4% | +2.4% |
| 3M | +12.3% | -25.8% | +38.0% | +12.4% |
| 6M | +15.6% | -41.7% | +57.3% | +15.8% |
| YTD | +28.3% | -36.2% | +64.5% | +28.5% |
| 1Y | +41.9% | -42.1% | +84.0% | +42.1% |
| 3Y | +198.3% | -46.2% | +244.5% | +195.9% |
| All | +198.3% | -47.1% | +245.4% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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