+7,773.7%
WELL vs COR
+18,334.8%
-10,561.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.3% |
| 7D | +3.5% | +2.3% | +1.1% | +3.0% |
| 30D | +9.7% | +6.8% | +2.9% | +8.3% |
| 3M | +4.8% | +8.1% | -3.3% | +3.1% |
| 6M | +16.1% | +33.0% | -16.9% | +9.7% |
| YTD | +34.7% | +3.0% | +31.7% | +32.9% |
| 1Y | +31.9% | -3.4% | +35.3% | +31.7% |
| 3Y | +209.9% | +80.1% | +129.7% | +173.3% |
| 5Y | +226.5% | +194.7% | +31.8% | +161.5% |
| 10Y | +455.3% | +512.3% | -57.0% | +287.7% |
| All | +7,773.7% | +18,334.8% | -10,561.2% | +3,936.6% |
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