+181.4%
COR vs WWD
+170.1%
+11.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.1% |
| 7D | +0.8% | +4.2% | -3.3% | +0.5% |
| 30D | +5.1% | -2.1% | +7.3% | +5.3% |
| 3M | +2.8% | -13.2% | +16.0% | +3.9% |
| 6M | +32.5% | -16.9% | +49.4% | +34.0% |
| YTD | -0.7% | +5.2% | -5.9% | -2.2% |
| 1Y | -6.7% | +20.6% | -27.3% | -9.5% |
| 3Y | +73.7% | +146.3% | -72.6% | +49.9% |
| All | +181.4% | +170.1% | +11.3% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling