+180.5%
COR vs WAB
+231.1%
-50.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -1.9% | +1.7% | -3.6% | -2.1% |
| 30D | +1.5% | -2.4% | +3.9% | +1.8% |
| 3M | +18.7% | +9.7% | +9.0% | +17.0% |
| 6M | -9.0% | +16.5% | -25.6% | -11.4% |
| YTD | -3.3% | +33.7% | -37.0% | -7.8% |
| 1Y | +9.8% | +49.7% | -39.8% | +2.7% |
| 3Y | +87.4% | +170.9% | -83.6% | +50.2% |
| 5Y | +180.5% | +228.0% | -47.5% | +107.6% |
| All | +180.5% | +231.1% | -50.5% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling