+278.8%
WELL vs PCOR
-10.3%
+289.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +4.4% | +22.7% | -18.3% | +2.9% |
| 30D | +10.8% | +37.5% | -26.7% | +8.3% |
| 3M | +4.2% | +35.2% | -31.0% | +1.8% |
| 6M | +14.0% | +42.2% | -28.2% | +10.6% |
| YTD | +33.4% | +3.6% | +29.9% | +32.6% |
| 1Y | +32.4% | -4.8% | +37.2% | +32.6% |
| 3Y | +194.7% | +48.3% | +146.4% | +175.2% |
| 5Y | +226.5% | -20.1% | +246.5% | +205.3% |
| All | +278.8% | -10.3% | +289.1% | +255.7% |
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