+13,948.2%
COR vs WAT
+12,102.7%
+1,845.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +0.8% | -1.1% | +1.9% | +1.0% |
| 30D | +5.1% | +5.0% | +0.2% | +4.2% |
| 3M | +2.8% | +14.5% | -11.7% | +0.3% |
| 6M | +32.5% | +30.9% | +1.6% | +26.0% |
| YTD | -0.7% | +20.5% | -21.1% | -5.0% |
| 1Y | -6.7% | +23.3% | -30.0% | -11.1% |
| 3Y | +73.7% | +81.5% | -7.8% | +50.3% |
| 5Y | +177.9% | +33.4% | +144.5% | +150.8% |
| 10Y | +533.8% | +231.5% | +302.3% | +380.4% |
| All | +13,948.2% | +12,102.7% | +1,845.5% | +7,550.8% |
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 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