+356.5%
WELL vs COR
+399.7%
-43.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -1.1% | -3.9% | +2.7% | +0.1% |
| 30D | +0.7% | -0.3% | +1.1% | +0.6% |
| 3M | +14.5% | +15.9% | -1.4% | +9.0% |
| 6M | +14.4% | -10.3% | +24.7% | +17.2% |
| YTD | +28.5% | -3.7% | +32.2% | +28.3% |
| 1Y | +41.8% | +9.1% | +32.7% | +35.6% |
| 3Y | +202.8% | +86.6% | +116.2% | +139.9% |
| 5Y | +208.8% | +180.9% | +27.9% | +110.8% |
| 10Y | +356.5% | +407.4% | -50.9% | +181.8% |
| All | +356.5% | +399.7% | -43.2% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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