+14,462.0%
COR vs WAT
+12,612.0%
+1,850.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.9% |
| 7D | +2.3% | +6.0% | -3.7% | +1.3% |
| 30D | +6.8% | +9.9% | -3.1% | +5.0% |
| 3M | +8.1% | +17.2% | -9.1% | +5.0% |
| 6M | +33.0% | +34.2% | -1.2% | +25.9% |
| YTD | +3.0% | +25.5% | -22.5% | -2.2% |
| 1Y | -3.4% | +28.3% | -31.7% | -8.6% |
| 3Y | +80.1% | +88.4% | -8.2% | +54.9% |
| 5Y | +194.7% | +36.1% | +158.6% | +165.2% |
| 10Y | +512.3% | +234.8% | +277.5% | +363.2% |
| All | +14,462.0% | +12,612.0% | +1,850.0% | +7,775.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling