+180.5%
COR vs WPM
+261.1%
-80.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -1.9% | +7.0% | -8.9% | -2.2% |
| 30D | +1.5% | +15.7% | -14.2% | +0.7% |
| 3M | +18.7% | +35.2% | -16.5% | +16.6% |
| 6M | -9.0% | +6.1% | -15.1% | -9.2% |
| YTD | -3.3% | +32.6% | -35.9% | -5.9% |
| 1Y | +9.8% | +46.9% | -37.1% | +5.4% |
| 3Y | +87.4% | +276.3% | -188.9% | +58.6% |
| 5Y | +180.5% | +260.0% | -79.5% | +131.7% |
| All | +180.5% | +261.1% | -80.6% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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