+18.4%
WMB vs COR
-3.3%
+21.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +8.1% | +2.9% | +5.2% | +7.7% |
| 30D | -6.9% | +5.8% | -12.7% | -7.5% |
| 3M | -5.1% | +11.4% | -16.5% | -6.4% |
| 6M | -5.7% | +34.5% | -40.2% | -9.9% |
| YTD | +18.1% | +4.1% | +14.0% | +18.6% |
| 1Y | +18.4% | -3.1% | +21.5% | +17.7% |
| All | +18.4% | -3.3% | +21.7% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling