+2,360.2%
WMB vs COR
+17,684.4%
-15,324.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -13.8% | +0.8% | -14.6% | -14.1% |
| 30D | -10.3% | +5.1% | -15.5% | -11.9% |
| 3M | -10.1% | +2.8% | -12.9% | -11.2% |
| 6M | -11.8% | +32.5% | -44.4% | -19.7% |
| YTD | +8.9% | -0.7% | +9.6% | +7.4% |
| 1Y | +14.0% | -6.7% | +20.7% | +14.4% |
| 3Y | +100.5% | +73.7% | +26.8% | +64.1% |
| 5Y | +179.5% | +177.9% | +1.6% | +96.5% |
| 10Y | +272.7% | +533.8% | -261.0% | +97.8% |
| All | +2,360.2% | +17,684.4% | -15,324.2% | +607.1% |
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