+20.8%
COP vs WELL
+204.7%
-183.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | +15.6% | +0.5% | +15.1% | +15.6% |
| 3M | +14.3% | +19.1% | -4.7% | +13.8% |
| 6M | +17.0% | +17.0% | 0.0% | +16.4% |
| YTD | +47.4% | +29.2% | +18.2% | +45.7% |
| 1Y | +52.4% | +42.1% | +10.3% | +49.3% |
| 3Y | +20.8% | +204.5% | -183.7% | +14.5% |
| All | +20.8% | +204.7% | -183.9% | +14.5% |
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