+278.8%
WMB vs COR
+184.0%
+94.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | +0.6% | +2.8% | -2.2% | -0.1% |
| 30D | +3.3% | +4.5% | -1.3% | +1.9% |
| 3M | +3.1% | +22.7% | -19.5% | -2.6% |
| 6M | -0.7% | -9.7% | +9.0% | +1.5% |
| YTD | +25.2% | -1.4% | +26.6% | +24.4% |
| 1Y | +32.9% | +13.9% | +18.9% | +25.7% |
| 3Y | +140.6% | +94.0% | +46.6% | +84.4% |
| All | +278.8% | +184.0% | +94.7% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling