+2,983.7%
WFC vs COR
+18,334.9%
-15,351.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.8% | +0.9% |
| 7D | +0.1% | +2.3% | -2.2% | -0.5% |
| 30D | +2.9% | +6.8% | -3.8% | +1.1% |
| 3M | -1.4% | +8.1% | -9.5% | -3.6% |
| 6M | +14.3% | +33.0% | -18.7% | +5.6% |
| YTD | -6.2% | +3.0% | -9.2% | -8.3% |
| 1Y | +1.6% | -3.4% | +5.0% | +1.0% |
| 3Y | +126.9% | +80.1% | +46.8% | +87.1% |
| 5Y | +94.0% | +194.7% | -100.8% | +39.0% |
| 10Y | +134.0% | +512.3% | -378.2% | +36.5% |
| All | +2,983.7% | +18,334.9% | -15,351.2% | +880.3% |
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