+113.0%
COP vs WELL
+227.0%
-114.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -11.5% | +4.4% | -16.0% | -12.1% |
| 30D | +5.0% | +10.8% | -5.9% | +3.3% |
| 3M | +17.5% | +4.2% | +13.3% | +16.6% |
| 6M | +16.2% | +14.0% | +2.2% | +13.6% |
| YTD | +48.8% | +33.4% | +15.4% | +41.1% |
| 1Y | +64.1% | +32.4% | +31.7% | +55.7% |
| 3Y | +25.7% | +194.7% | -169.1% | -0.8% |
| All | +113.0% | +227.0% | -114.0% | +67.6% |
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 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