+398.1%
COR vs WST
+321.8%
+76.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | +1.5% | -4.6% | +6.1% | +2.2% |
| 3M | +18.7% | +5.7% | +13.0% | +17.6% |
| 6M | -9.0% | +37.6% | -46.6% | -13.5% |
| YTD | -3.3% | +23.0% | -26.3% | -6.7% |
| 1Y | +9.8% | +33.8% | -24.0% | +4.3% |
| 3Y | +87.4% | -13.4% | +100.7% | +84.4% |
| 5Y | +180.5% | -27.0% | +207.5% | +187.6% |
| 10Y | +398.1% | +324.5% | +73.6% | +190.7% |
| All | +398.1% | +321.8% | +76.3% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling