+336.4%
WM vs COR
+524.4%
-188.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | +13.1% | +5.1% | +7.9% | +11.5% |
| 3M | +3.6% | +2.8% | +0.8% | +2.6% |
| 6M | +8.1% | +32.5% | -24.5% | -0.2% |
| YTD | +8.9% | -0.7% | +9.6% | +7.8% |
| 1Y | +20.3% | -6.7% | +27.0% | +21.2% |
| 3Y | +46.2% | +73.7% | -27.6% | +22.0% |
| 5Y | +59.9% | +177.9% | -118.0% | +15.9% |
| All | +336.4% | +524.4% | -188.0% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling