+281.4%
WMB vs COR
+485.1%
-203.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.5% |
| 7D | +7.8% | +7.6% | +0.2% | +5.1% |
| 30D | -5.1% | +6.8% | -11.9% | -7.4% |
| 3M | -4.7% | +16.0% | -20.8% | -9.9% |
| 6M | -7.4% | +41.0% | -48.4% | -18.6% |
| YTD | +17.5% | +6.9% | +10.5% | +12.7% |
| 1Y | +19.5% | -1.0% | +20.5% | +17.8% |
| 3Y | +121.3% | +84.6% | +36.6% | +68.4% |
| 5Y | +200.5% | +203.3% | -2.8% | +84.7% |
| All | +281.4% | +485.1% | -203.7% | +81.9% |
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