+180.9%
COR vs WCN
+27.0%
+153.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | -3.9% | -1.7% | -2.1% | -3.3% |
| 30D | -0.3% | -3.0% | +2.7% | +0.7% |
| 3M | +15.9% | +2.5% | +13.3% | +14.9% |
| 6M | -10.3% | -5.7% | -4.6% | -8.6% |
| YTD | -3.7% | -7.4% | +3.7% | -1.5% |
| 1Y | +9.1% | -8.6% | +17.7% | +11.9% |
| 3Y | +86.6% | +19.4% | +67.2% | +76.0% |
| 5Y | +180.9% | +27.2% | +153.7% | +158.6% |
| All | +180.9% | +27.0% | +153.9% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling