+512.3%
COR vs WST
+466.7%
+45.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.3% | +3.2% |
| 7D | +2.3% | +1.3% | +1.1% | +2.2% |
| 30D | +6.8% | +12.9% | -6.1% | +4.9% |
| 3M | +8.1% | +16.7% | -8.6% | +5.6% |
| 6M | +33.0% | +26.8% | +6.2% | +28.2% |
| YTD | +3.0% | +50.5% | -47.5% | -3.6% |
| 1Y | -3.4% | +52.9% | -56.3% | -9.9% |
| 3Y | +80.1% | +23.9% | +56.2% | +65.9% |
| 5Y | +194.7% | +1.0% | +193.7% | +182.1% |
| 10Y | +512.3% | +451.4% | +60.9% | +249.3% |
| All | +512.3% | +466.7% | +45.5% | +249.3% |
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