+971.3%
WELL vs COPX
+186.2%
+785.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.9% |
| 7D | -0.8% | -4.0% | +3.2% | +0.1% |
| 30D | -0.1% | +4.5% | -4.6% | -1.3% |
| 3M | +18.0% | +0.8% | +17.2% | +16.6% |
| 6M | +15.0% | +3.2% | +11.8% | +11.9% |
| YTD | +28.6% | +26.7% | +1.9% | +17.6% |
| 1Y | +42.9% | +85.7% | -42.8% | +17.3% |
| 3Y | +203.0% | +151.2% | +51.9% | +121.3% |
| 5Y | +206.9% | +170.0% | +36.9% | +113.4% |
| 10Y | +339.5% | +572.9% | -233.4% | +116.5% |
| All | +971.3% | +186.2% | +785.1% | +531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling