+60.4%
WM vs COR
+192.5%
-132.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.5% | -0.9% |
| 7D | -0.5% | +2.3% | -2.8% | -1.2% |
| 30D | +13.3% | +6.8% | +6.5% | +11.2% |
| 3M | +4.4% | +8.1% | -3.7% | +1.9% |
| 6M | +10.8% | +33.0% | -22.2% | +2.3% |
| YTD | +9.1% | +3.0% | +6.1% | +7.0% |
| 1Y | +19.1% | -3.4% | +22.5% | +19.1% |
| 3Y | +45.7% | +80.1% | -34.5% | +16.6% |
| 5Y | +60.4% | +194.7% | -134.3% | +5.1% |
| All | +60.4% | +192.5% | -132.0% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling