+242.0%
COF vs WELL
+356.7%
-114.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | -6.0% | +2.3% | -8.3% | -7.2% |
| 3M | +14.8% | +12.3% | +2.6% | +7.5% |
| 6M | +15.3% | +15.6% | -0.2% | +5.5% |
| YTD | -13.0% | +28.3% | -41.4% | -25.2% |
| 1Y | -5.7% | +41.9% | -47.6% | -23.6% |
| 3Y | +118.1% | +198.3% | -80.2% | +13.2% |
| 5Y | +46.2% | +206.4% | -160.2% | -26.6% |
| All | +242.0% | +356.7% | -114.7% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling