+349.9%
WELL vs COO
+17.5%
+332.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.7% | +14.6% | +5.5% |
| 7D | -2.2% | -23.3% | +21.1% | +7.5% |
| 30D | +4.7% | -29.5% | +34.2% | +18.9% |
| 3M | +11.9% | -20.0% | +31.9% | +20.6% |
| 6M | +14.3% | -27.2% | +41.5% | +27.4% |
| YTD | +28.4% | -33.9% | +62.3% | +48.3% |
| 1Y | +42.3% | -19.9% | +62.2% | +50.9% |
| 3Y | +202.6% | -38.1% | +240.7% | +241.7% |
| 5Y | +206.5% | -52.0% | +258.5% | +284.6% |
| All | +349.9% | +17.5% | +332.4% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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