+87.4%
COR vs WAT
+49.0%
+38.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.9% |
| 30D | +1.5% | -1.0% | +2.5% | +1.5% |
| 3M | +18.7% | +10.9% | +7.8% | +18.2% |
| 6M | -9.0% | +33.2% | -42.2% | -10.2% |
| YTD | -3.3% | +6.1% | -9.4% | -3.7% |
| 1Y | +9.8% | +30.2% | -20.4% | +8.2% |
| 3Y | +87.4% | +52.9% | +34.5% | +84.0% |
| All | +87.4% | +49.0% | +38.3% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling