+298.2%
WBD vs COR
+2,838.4%
-2,540.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.2% |
| 7D | -1.8% | +2.8% | -4.6% | -2.8% |
| 30D | +8.8% | +4.5% | +4.2% | +6.9% |
| 3M | +4.6% | +22.7% | -18.0% | -3.1% |
| 6M | +1.1% | -9.7% | +10.8% | +3.4% |
| YTD | -2.0% | -1.4% | -0.5% | -3.4% |
| 1Y | +140.0% | +13.9% | +126.1% | +123.2% |
| 3Y | +144.4% | +94.0% | +50.4% | +79.3% |
| 5Y | -0.2% | +184.0% | -184.2% | -38.5% |
| 10Y | +9.1% | +406.8% | -397.6% | -50.4% |
| All | +298.2% | +2,838.4% | -2,540.2% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling