+493.6%
COR vs WST
+452.9%
+40.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.2% | +1.1% | -2.2% | -1.3% |
| 30D | +7.6% | +12.4% | -4.7% | +5.8% |
| 3M | +5.0% | +17.6% | -12.6% | +2.5% |
| 6M | +35.3% | +28.3% | +7.0% | +30.2% |
| YTD | +4.2% | +50.5% | -46.3% | -2.4% |
| 1Y | -3.4% | +49.4% | -52.8% | -9.6% |
| 3Y | +81.1% | +21.9% | +59.2% | +67.5% |
| 5Y | +195.8% | +0.4% | +195.5% | +183.9% |
| 10Y | +493.6% | +451.5% | +42.1% | +236.0% |
| All | +493.6% | +452.9% | +40.7% | +236.0% |
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