+195.1%
COR vs WST
-0.5%
+195.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +2.9% | +4.9% | -2.0% | +2.6% |
| 30D | +5.8% | +10.7% | -4.9% | +5.3% |
| 3M | +11.4% | +16.8% | -5.4% | +10.5% |
| 6M | +34.5% | +32.0% | +2.5% | +32.5% |
| YTD | +4.1% | +49.9% | -45.9% | +1.7% |
| 1Y | -3.1% | +50.6% | -53.8% | -5.4% |
| 3Y | +80.9% | +21.4% | +59.4% | +76.1% |
| 5Y | +195.1% | -0.6% | +195.7% | +196.9% |
| All | +195.1% | -0.5% | +195.6% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling