+2,871.4%
COR vs WPM
+5,967.5%
-3,096.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | +2.8% | +1.1% | +1.7% | +2.7% |
| 30D | +4.5% | +26.4% | -21.8% | +2.9% |
| 3M | +22.7% | +20.8% | +1.8% | +20.9% |
| 6M | -9.7% | +1.1% | -10.8% | -10.2% |
| YTD | -1.4% | +32.5% | -33.9% | -3.9% |
| 1Y | +13.9% | +51.5% | -37.6% | +9.8% |
| 3Y | +94.0% | +267.0% | -173.1% | +75.0% |
| 5Y | +184.0% | +250.1% | -66.1% | +155.4% |
| 10Y | +406.8% | +540.4% | -133.6% | +328.7% |
| All | +2,871.4% | +5,967.5% | -3,096.1% | +1,813.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling