+18,533.1%
COR vs WAB
+4,319.4%
+14,213.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.5% | +2.7% |
| 7D | +2.3% | +4.0% | -1.6% | +1.6% |
| 30D | +6.8% | +4.5% | +2.3% | +5.8% |
| 3M | +8.1% | +2.3% | +5.8% | +7.5% |
| 6M | +33.0% | +12.5% | +20.5% | +29.5% |
| YTD | +3.0% | +40.2% | -37.2% | -4.3% |
| 1Y | -3.4% | +45.2% | -48.6% | -10.9% |
| 3Y | +80.1% | +171.8% | -91.7% | +44.5% |
| 5Y | +194.7% | +217.6% | -22.9% | +126.6% |
| 10Y | +512.3% | +285.3% | +227.0% | +334.0% |
| All | +18,533.1% | +4,319.4% | +14,213.6% | +7,657.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling