+976.2%
WELL vs COPX
+198.0%
+778.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.5% |
| 7D | -1.3% | +5.8% | -7.1% | -2.6% |
| 30D | +0.5% | +7.2% | -6.7% | -1.3% |
| 3M | +19.1% | +16.5% | +2.6% | +13.8% |
| 6M | +17.0% | +18.4% | -1.5% | +10.0% |
| YTD | +29.2% | +31.9% | -2.7% | +17.0% |
| 1Y | +42.1% | +88.5% | -46.3% | +16.3% |
| 3Y | +204.5% | +173.1% | +31.5% | +117.6% |
| 5Y | +211.0% | +193.1% | +17.9% | +111.5% |
| 10Y | +337.6% | +591.7% | -254.1% | +114.2% |
| All | +976.2% | +198.0% | +778.3% | +528.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded COPX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling