+79.7%
COR vs WCC
+138.4%
-58.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.9% | +14.2% | -11.4% | +3.3% |
| 30D | +5.8% | -9.8% | +15.7% | +5.4% |
| 3M | +11.4% | -10.1% | +21.5% | +11.0% |
| 6M | +34.5% | -9.4% | +43.9% | +34.3% |
| YTD | +4.1% | +34.4% | -30.3% | +4.7% |
| 1Y | -3.1% | +23.3% | -26.4% | -2.8% |
| All | +79.7% | +138.4% | -58.7% | +93.2% |
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