+486.6%
COR vs WAT
+228.2%
+258.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.4% | +3.4% | -1.0% | +1.7% |
| 30D | +7.7% | +9.6% | -1.9% | +5.5% |
| 3M | +7.5% | +15.5% | -8.0% | +4.0% |
| 6M | +34.1% | +33.9% | +0.2% | +25.2% |
| YTD | +3.9% | +25.2% | -21.3% | -2.5% |
| 1Y | -3.6% | +26.3% | -29.9% | -9.8% |
| 3Y | +80.5% | +85.8% | -5.3% | +44.3% |
| 5Y | +194.9% | +35.3% | +159.6% | +154.9% |
| 10Y | +486.6% | +231.8% | +254.8% | +241.2% |
| All | +486.6% | +228.2% | +258.4% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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