+180.5%
COR vs WCC
+229.6%
-49.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.0% |
| 7D | -1.9% | +8.5% | -10.4% | -2.1% |
| 30D | +1.5% | -1.0% | +2.5% | +1.5% |
| 3M | +18.7% | +2.1% | +16.6% | +18.5% |
| 6M | -9.0% | +36.8% | -45.9% | -10.6% |
| YTD | -3.3% | +47.7% | -51.0% | -5.3% |
| 1Y | +9.8% | +66.5% | -56.7% | +6.9% |
| 3Y | +87.4% | +134.2% | -46.8% | +75.2% |
| 5Y | +180.5% | +231.6% | -51.1% | +135.0% |
| All | +180.5% | +229.6% | -49.1% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling