+17,451.9%
COR vs WST
+8,032.9%
+9,418.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +2.8% | +0.7% | +2.0% | +2.6% |
| 30D | +4.5% | -3.1% | +7.7% | +5.2% |
| 3M | +22.7% | +7.2% | +15.5% | +20.7% |
| 6M | -9.7% | +36.8% | -46.5% | -15.8% |
| YTD | -1.4% | +23.8% | -25.3% | -6.4% |
| 1Y | +13.9% | +37.8% | -23.8% | +5.4% |
| 3Y | +94.0% | -15.9% | +109.9% | +88.5% |
| 5Y | +184.0% | -25.8% | +209.8% | +177.1% |
| 10Y | +406.8% | +319.6% | +87.2% | +206.2% |
| All | +17,451.9% | +8,032.9% | +9,418.9% | +5,636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling