+3,715.8%
WM vs COR
+18,010.7%
-14,294.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.9% |
| 7D | +4.5% | +2.8% | +1.7% | +3.9% |
| 30D | +16.1% | +7.4% | +8.7% | +14.5% |
| 3M | +8.0% | +7.3% | +0.7% | +6.5% |
| 6M | +8.4% | +11.5% | -3.1% | +5.7% |
| YTD | +11.2% | +1.2% | +10.0% | +10.2% |
| 1Y | +22.3% | -3.3% | +25.6% | +22.1% |
| 3Y | +50.2% | +78.5% | -28.2% | +33.1% |
| 5Y | +63.3% | +183.0% | -119.7% | +32.4% |
| 10Y | +355.0% | +545.4% | -190.3% | +212.7% |
| All | +3,715.8% | +18,010.7% | -14,294.8% | +1,635.0% |
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