+41.3%
COR vs WCN
+30.2%
+11.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +2.9% |
| 7D | +7.8% | +2.6% | +5.2% | +6.9% |
| 30D | +7.0% | +23.9% | -16.9% | -1.4% |
| 3M | +16.3% | +17.4% | -1.2% | +10.5% |
| 6M | +41.3% | +28.0% | +13.3% | +28.0% |
| All | +41.3% | +30.2% | +11.1% | +28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling