+407.4%
COR vs BBWI
-58.2%
+465.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.1% |
| 7D | -3.9% | -4.4% | +0.5% | -3.6% |
| 30D | -0.3% | -7.4% | +7.1% | +0.1% |
| 3M | +15.9% | -2.2% | +18.1% | +15.6% |
| 6M | -10.3% | -16.3% | +6.1% | -9.7% |
| YTD | -3.7% | -9.1% | +5.4% | -4.0% |
| 1Y | +9.1% | -34.5% | +43.6% | +11.3% |
| 3Y | +86.6% | -47.0% | +133.5% | +89.3% |
| 5Y | +180.9% | -68.8% | +249.8% | +196.1% |
| 10Y | +407.4% | -57.4% | +464.8% | +353.1% |
| All | +407.4% | -58.2% | +465.7% | +353.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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