+259.9%
WMB vs COR
+534.3%
-274.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.4% |
| 7D | -6.7% | +2.3% | -9.0% | -7.5% |
| 30D | -8.6% | +6.8% | -15.3% | -10.8% |
| 3M | -4.9% | +8.1% | -13.0% | -7.9% |
| 6M | -6.3% | +33.0% | -39.3% | -15.9% |
| YTD | +13.0% | +3.0% | +10.0% | +9.8% |
| 1Y | +14.9% | -3.4% | +18.3% | +14.2% |
| 3Y | +113.4% | +80.1% | +33.2% | +64.0% |
| 5Y | +190.2% | +194.7% | -4.6% | +80.6% |
| 10Y | +259.9% | +512.3% | -252.4% | +77.4% |
| All | +259.9% | +534.3% | -274.5% | +77.4% |
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