+2,994.9%
WFC vs COR
+18,554.5%
-15,559.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | +3.6% | +7.6% | -4.0% | +1.5% |
| 3M | -1.3% | +5.0% | -6.3% | -2.7% |
| 6M | +18.0% | +35.3% | -17.3% | +8.4% |
| YTD | -5.9% | +4.2% | -10.1% | -8.2% |
| 1Y | +1.8% | -3.4% | +5.2% | +1.2% |
| 3Y | +125.0% | +81.1% | +43.9% | +85.3% |
| 5Y | +92.0% | +195.8% | -103.9% | +37.4% |
| 10Y | +117.9% | +493.6% | -375.7% | +27.9% |
| All | +2,994.9% | +18,554.5% | -15,559.7% | +880.7% |
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