+407.4%
COR vs WAB
+282.7%
+124.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -3.9% | +0.2% | -4.1% | -3.9% |
| 30D | -0.3% | -4.6% | +4.2% | +0.8% |
| 3M | +15.9% | +5.6% | +10.2% | +13.8% |
| 6M | -10.3% | +13.8% | -24.1% | -13.9% |
| YTD | -3.7% | +31.9% | -35.6% | -11.3% |
| 1Y | +9.1% | +48.3% | -39.2% | -3.0% |
| 3Y | +86.6% | +167.1% | -80.6% | +36.2% |
| 5Y | +180.9% | +222.9% | -42.0% | +89.7% |
| 10Y | +407.4% | +289.9% | +117.5% | +177.3% |
| All | +407.4% | +282.7% | +124.7% | +177.3% |
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