-5.1%
COF vs WELL
+37.3%
-42.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -0.9% |
| 7D | +0.7% | +9.2% | -8.5% | +1.4% |
| 30D | +5.7% | +10.6% | -4.9% | +6.6% |
| 3M | -6.7% | +7.5% | -14.2% | -6.2% |
| 6M | +9.5% | +15.0% | -5.5% | +11.2% |
| YTD | -13.9% | +35.0% | -48.9% | -8.4% |
| 1Y | -5.1% | +36.5% | -41.6% | +3.1% |
| All | -5.1% | +37.3% | -42.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 1y: compounded portfolio wealth divided by compounded WELL 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…
1y analysis · Full analysis span regression · 6 months rolling