+407.4%
COR vs WCC
+506.2%
-98.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -3.9% | +6.8% | -10.7% | -4.6% |
| 30D | -0.3% | -3.0% | +2.7% | -0.1% |
| 3M | +15.9% | +0.2% | +15.7% | +15.3% |
| 6M | -10.3% | +33.2% | -43.4% | -14.3% |
| YTD | -3.7% | +45.8% | -49.5% | -9.2% |
| 1Y | +9.1% | +68.4% | -59.3% | +0.7% |
| 3Y | +86.6% | +131.1% | -44.6% | +58.5% |
| 5Y | +180.9% | +225.6% | -44.7% | +115.4% |
| 10Y | +407.4% | +534.2% | -126.7% | +204.6% |
| All | +407.4% | +506.2% | -98.8% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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