+18,692.0%
COR vs WAB
+4,398.0%
+14,294.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | +2.4% | +4.0% | -1.6% | +1.6% |
| 30D | +7.7% | +6.3% | +1.3% | +6.4% |
| 3M | +7.5% | +3.3% | +4.2% | +6.7% |
| 6M | +34.1% | +14.5% | +19.7% | +30.1% |
| YTD | +3.9% | +42.7% | -38.8% | -3.8% |
| 1Y | -3.6% | +45.2% | -48.8% | -11.1% |
| 3Y | +80.5% | +173.8% | -93.2% | +44.6% |
| 5Y | +194.9% | +223.8% | -28.9% | +125.9% |
| 10Y | +486.6% | +280.5% | +206.1% | +316.5% |
| All | +18,692.0% | +4,398.0% | +14,294.1% | +7,696.4% |
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