+34.1%
COP vs WELL
+204.0%
-170.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | 0.0% | +5.7% | -5.7% | -0.2% |
| 3M | +15.0% | +4.6% | +10.4% | +14.9% |
| 6M | +22.0% | +11.9% | +10.1% | +21.7% |
| YTD | +55.3% | +33.6% | +21.8% | +53.3% |
| 1Y | +64.1% | +29.8% | +34.4% | +62.1% |
| 3Y | +34.1% | +202.2% | -168.1% | +22.2% |
| All | +34.1% | +204.0% | -170.0% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling