+9.1%
COR vs WWD
+41.0%
-31.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -3.9% | +0.6% | -4.5% | -3.9% |
| 30D | -0.3% | -5.1% | +4.8% | -0.4% |
| 3M | +15.9% | -11.2% | +27.1% | +15.7% |
| 6M | -10.3% | -12.0% | +1.8% | -10.3% |
| YTD | -3.7% | +12.0% | -15.7% | -4.5% |
| 1Y | +9.1% | +42.8% | -33.7% | +12.1% |
| All | +9.1% | +41.0% | -31.9% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling