It sounds like you want to use Workout_Scores as a sort of join table (although that of terminology isn't appropriate for an object-graph framework like CoreData). Your Workout_Scores entity should have two to-one relationships to Athlete and Workout. Athlete should have a to-many relationship to Workout_Score (an athlete may have many workout scores), and Workout should have a to-many relationship to WorkoutScore (a workout may have many workout scores that originated from a single or from many different athletes).
Here's what I propose for your data model: