+395.2%
COR vs WCN
+235.9%
+159.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.8% | -3.1% | +0.3% | -1.3% |
| 30D | +2.6% | -3.4% | +5.9% | +4.3% |
| 3M | +14.5% | +3.0% | +11.5% | +12.7% |
| 6M | -7.8% | -3.8% | -4.1% | -6.3% |
| YTD | -4.2% | -8.3% | +4.1% | -0.6% |
| 1Y | +7.0% | -9.7% | +16.8% | +11.7% |
| 3Y | +85.5% | +17.2% | +68.4% | +66.5% |
| 5Y | +181.2% | +25.3% | +155.9% | +137.9% |
| All | +395.2% | +235.9% | +159.3% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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