+492.2%
COR vs WAT
+222.4%
+269.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | +7.8% | +0.6% | +7.3% | +7.7% |
| 30D | +7.0% | +5.4% | +1.6% | +5.7% |
| 3M | +16.3% | +11.3% | +5.0% | +13.3% |
| 6M | +41.3% | +37.4% | +3.9% | +31.0% |
| YTD | +7.1% | +21.2% | -14.0% | +1.3% |
| 1Y | -0.8% | +21.3% | -22.2% | -6.3% |
| 3Y | +85.0% | +83.4% | +1.6% | +47.9% |
| 5Y | +203.9% | +29.0% | +174.9% | +166.2% |
| All | +492.2% | +222.4% | +269.7% | +243.2% |
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