+492.2%
COR vs WAB
+266.7%
+225.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.2% |
| 7D | +7.8% | +5.1% | +2.8% | +6.5% |
| 30D | +7.0% | +4.0% | +3.0% | +5.9% |
| 3M | +16.3% | +0.1% | +16.2% | +16.1% |
| 6M | +41.3% | +12.8% | +28.5% | +36.3% |
| YTD | +7.1% | +40.1% | -32.9% | -2.8% |
| 1Y | -0.8% | +46.4% | -47.2% | -11.1% |
| 3Y | +85.0% | +167.4% | -82.4% | +36.2% |
| 5Y | +203.9% | +215.0% | -11.2% | +108.7% |
| All | +492.2% | +266.7% | +225.5% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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