+672.3%
WELL vs QXO
-5.4%
+677.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.6% |
| 7D | -1.1% | -3.9% | +2.7% | -1.1% |
| 30D | +0.7% | -17.4% | +18.1% | +0.8% |
| 3M | +14.5% | -22.5% | +37.0% | +14.6% |
| 6M | +14.4% | -41.4% | +55.8% | +14.6% |
| YTD | +28.5% | -34.1% | +62.6% | +28.6% |
| 1Y | +41.8% | -40.8% | +82.6% | +42.0% |
| 3Y | +202.8% | -43.9% | +246.7% | +199.7% |
| 5Y | +208.8% | -69.6% | +278.4% | +205.8% |
| 10Y | +356.5% | +41.0% | +315.6% | +348.9% |
| All | +672.3% | -5.4% | +677.7% | +665.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling