+124.9%
WBD vs COR
+8.7%
+116.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | -0.6% | -4.8% | +4.2% | -0.4% |
| 30D | +4.2% | -3.7% | +7.9% | +4.3% |
| 3M | +7.5% | +14.3% | -6.8% | +6.9% |
| 6M | +1.6% | -8.5% | +10.1% | +2.7% |
| YTD | -2.2% | -4.4% | +2.3% | -1.3% |
| 1Y | +124.9% | +9.1% | +115.7% | +108.9% |
| All | +124.9% | +8.7% | +116.2% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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