+1,298.9%
COHR vs WELL
+356.7%
+942.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -0.2% | +8.6% | +8.4% |
| 30D | -14.1% | +2.3% | -16.5% | -14.8% |
| 3M | -16.0% | +12.3% | -28.3% | -19.5% |
| 6M | +21.5% | +15.6% | +5.9% | +14.8% |
| YTD | +65.4% | +28.3% | +37.1% | +51.2% |
| 1Y | +195.0% | +41.9% | +153.1% | +160.2% |
| 3Y | +830.2% | +198.3% | +631.8% | +538.4% |
| 5Y | +397.1% | +206.4% | +190.7% | +234.9% |
| All | +1,298.9% | +356.7% | +942.1% | +714.8% |
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