+91.0%
COR vs WCC
+131.9%
-40.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -1.7% |
| 7D | +2.8% | +4.5% | -1.7% | +2.9% |
| 30D | +4.5% | -5.8% | +10.3% | +4.3% |
| 3M | +22.7% | -3.7% | +26.3% | +22.8% |
| 6M | -9.7% | +23.1% | -32.8% | -9.4% |
| YTD | -1.4% | +44.2% | -45.6% | -0.7% |
| 1Y | +13.9% | +62.1% | -48.2% | +15.3% |
| All | +91.0% | +131.9% | -40.9% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling