+3,348.2%
WM vs COR
+17,545.2%
-14,197.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.9% |
| 7D | -0.3% | +2.8% | -3.1% | -0.8% |
| 30D | -2.4% | +4.5% | -6.9% | -3.2% |
| 3M | +0.4% | +22.7% | -22.2% | -3.4% |
| 6M | -9.5% | -9.7% | +0.2% | -8.2% |
| YTD | +0.5% | -1.4% | +1.9% | +0.1% |
| 1Y | -1.1% | +13.9% | -15.0% | -4.3% |
| 3Y | +46.0% | +94.0% | -47.9% | +27.4% |
| 5Y | +51.8% | +184.0% | -132.2% | +23.1% |
| 10Y | +307.5% | +406.8% | -99.2% | +190.8% |
| All | +3,348.2% | +17,545.2% | -14,197.0% | +1,476.6% |
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