+17,590.3%
COR vs WST
+9,464.5%
+8,125.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | +0.8% | -3.1% | +3.9% | +1.5% |
| 30D | +5.1% | +9.1% | -4.0% | +3.3% |
| 3M | +2.8% | +14.7% | -11.9% | -0.1% |
| 6M | +32.5% | +28.0% | +4.5% | +25.7% |
| YTD | -0.7% | +45.6% | -46.3% | -8.7% |
| 1Y | -6.7% | +45.7% | -52.4% | -14.4% |
| 3Y | +73.7% | +21.1% | +52.6% | +55.7% |
| 5Y | +177.9% | +0.3% | +177.5% | +153.1% |
| 10Y | +533.8% | +449.0% | +84.7% | +261.6% |
| All | +17,590.3% | +9,464.5% | +8,125.8% | +5,490.9% |
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 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