+468.3%
WELL vs COO
+40.2%
+428.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +0.1% | -2.3% | +2.4% | +1.0% |
| 30D | +7.8% | +13.3% | -5.5% | +2.7% |
| 3M | +10.2% | -18.1% | +28.3% | +18.0% |
| 6M | +16.4% | +6.7% | +9.7% | +11.7% |
| YTD | +35.2% | -23.2% | +58.4% | +47.3% |
| 1Y | +30.5% | -12.3% | +42.7% | +34.1% |
| 3Y | +206.1% | -23.6% | +229.6% | +216.4% |
| 5Y | +228.3% | -38.7% | +267.0% | +269.4% |
| 10Y | +468.3% | +42.2% | +426.1% | +420.1% |
| All | +468.3% | +40.2% | +428.2% | +420.1% |
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