+194.7%
WELL vs COR
+74.4%
+120.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | +4.4% | +0.8% | +3.6% | +4.3% |
| 30D | +10.8% | +5.1% | +5.7% | +9.7% |
| 3M | +4.2% | +2.8% | +1.4% | +3.4% |
| 6M | +14.0% | +32.5% | -18.5% | +7.0% |
| YTD | +33.4% | -0.7% | +34.1% | +32.6% |
| 1Y | +32.4% | -6.7% | +39.1% | +33.8% |
| 3Y | +194.7% | +73.7% | +121.0% | +161.9% |
| All | +194.7% | +74.4% | +120.4% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling