+349.9%
WELL vs COPX
+584.4%
-234.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +1.6% |
| 7D | -2.2% | -2.9% | +0.6% | -1.7% |
| 30D | +4.7% | 0.0% | +4.7% | +4.4% |
| 3M | +11.9% | +14.8% | -2.9% | +7.3% |
| 6M | +14.3% | +7.0% | +7.2% | +10.0% |
| YTD | +28.4% | +23.8% | +4.5% | +17.4% |
| 1Y | +42.3% | +75.7% | -33.4% | +16.9% |
| 3Y | +202.6% | +156.4% | +46.2% | +112.7% |
| 5Y | +206.5% | +167.6% | +39.0% | +104.8% |
| All | +349.9% | +584.4% | -234.5% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling