+194.9%
COR vs WPM
+233.8%
-38.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +5.9% | +1.1% |
| 7D | +2.4% | +16.4% | -13.9% | +1.5% |
| 30D | +7.7% | -1.5% | +9.1% | +7.6% |
| 3M | +7.5% | +2.6% | +4.9% | +7.1% |
| 6M | +34.1% | -1.3% | +35.5% | +33.9% |
| YTD | +3.9% | +16.8% | -12.9% | +1.4% |
| 1Y | -3.6% | +34.1% | -37.8% | -7.4% |
| 3Y | +80.5% | +225.1% | -144.6% | +53.1% |
| 5Y | +194.9% | +234.5% | -39.6% | +148.7% |
| All | +194.9% | +233.8% | -38.9% | +148.7% |
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