+186.1%
COR vs WAT
-3.2%
+189.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.8% |
| 7D | +2.8% | -1.3% | +4.1% | +2.9% |
| 30D | +4.5% | +2.3% | +2.2% | +4.3% |
| 3M | +22.7% | +8.7% | +13.9% | +21.6% |
| 6M | -9.7% | +28.3% | -38.0% | -12.1% |
| YTD | -1.4% | +7.8% | -9.2% | -2.5% |
| 1Y | +13.9% | +36.6% | -22.7% | +9.7% |
| 3Y | +94.0% | +45.7% | +48.3% | +81.1% |
| All | +186.1% | -3.2% | +189.4% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling