+279.2%
WELL vs PCOR
-7.6%
+286.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +0.1% | +3.0% | -2.9% | -0.1% |
| 30D | +5.7% | +38.7% | -33.0% | +3.2% |
| 3M | +4.6% | +24.9% | -20.2% | +2.8% |
| 6M | +11.9% | +68.8% | -56.9% | +7.1% |
| YTD | +33.6% | +6.7% | +26.9% | +32.4% |
| 1Y | +29.8% | +3.0% | +26.8% | +29.0% |
| 3Y | +202.2% | +48.6% | +153.5% | +182.6% |
| 5Y | +223.2% | -12.7% | +235.9% | +202.0% |
| All | +279.2% | -7.6% | +286.8% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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