+17,451.9%
COR vs WWD
+20,468.3%
-3,016.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.0% |
| 7D | +2.8% | +1.3% | +1.5% | +2.5% |
| 30D | +4.5% | -7.2% | +11.7% | +5.8% |
| 3M | +22.7% | -3.8% | +26.5% | +23.0% |
| 6M | -9.7% | -9.9% | +0.2% | -9.0% |
| YTD | -1.4% | +14.8% | -16.2% | -4.9% |
| 1Y | +13.9% | +42.1% | -28.1% | +5.4% |
| 3Y | +94.0% | +170.8% | -76.8% | +57.0% |
| 5Y | +184.0% | +197.5% | -13.5% | +122.7% |
| 10Y | +406.8% | +477.8% | -71.1% | +241.0% |
| All | +17,451.9% | +20,468.3% | -3,016.4% | +6,489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling