+493.6%
COR vs BBWI
-45.0%
+538.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.2% | -7.7% | +6.6% | -0.5% |
| 30D | +7.6% | +24.8% | -17.1% | +5.8% |
| 3M | +5.0% | +16.2% | -11.2% | +3.5% |
| 6M | +35.3% | +15.8% | +19.5% | +33.0% |
| YTD | +4.2% | +11.4% | -7.2% | +2.2% |
| 1Y | -3.4% | +3.2% | -6.6% | -5.1% |
| 3Y | +81.1% | -23.5% | +104.6% | +77.7% |
| 5Y | +195.8% | -67.4% | +263.2% | +213.0% |
| 10Y | +493.6% | -46.0% | +539.6% | +431.7% |
| All | +493.6% | -45.0% | +538.5% | +431.7% |
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