+47.8%
COF vs WELL
+211.0%
-163.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | -2.7% | -1.1% | -1.5% | -2.3% |
| 30D | -3.4% | +0.7% | -4.1% | -3.7% |
| 3M | +15.4% | +14.5% | +0.9% | +9.2% |
| 6M | +14.4% | +14.4% | 0.0% | +7.7% |
| YTD | -12.0% | +28.5% | -40.4% | -21.4% |
| 1Y | -3.7% | +41.8% | -45.5% | -18.3% |
| 3Y | +121.1% | +202.8% | -81.8% | +22.9% |
| 5Y | +47.8% | +208.8% | -161.0% | -19.4% |
| All | +47.8% | +211.0% | -163.2% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling