+7,417.8%
WELL vs COR
+17,545.2%
-10,127.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | -0.8% | +2.8% | -3.6% | -1.3% |
| 30D | -0.1% | +4.5% | -4.6% | -1.1% |
| 3M | +18.0% | +22.7% | -4.6% | +13.3% |
| 6M | +15.0% | -9.7% | +24.7% | +16.6% |
| YTD | +28.6% | -1.4% | +30.0% | +28.0% |
| 1Y | +42.9% | +13.9% | +29.0% | +38.2% |
| 3Y | +203.0% | +94.0% | +109.1% | +163.7% |
| 5Y | +206.9% | +184.0% | +22.9% | +147.5% |
| 10Y | +339.5% | +406.8% | -67.3% | +215.5% |
| All | +7,417.8% | +17,545.2% | -10,127.4% | +3,788.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling