+407.4%
COR vs BWA
+142.7%
+264.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -0.3% | -5.6% | +5.2% | +0.6% |
| 3M | +15.9% | -10.7% | +26.6% | +17.8% |
| 6M | -10.3% | +23.2% | -33.4% | -14.4% |
| YTD | -3.7% | +46.0% | -49.7% | -11.9% |
| 1Y | +9.1% | +51.2% | -42.1% | -1.1% |
| 3Y | +86.6% | +69.6% | +17.0% | +62.1% |
| 5Y | +180.9% | +86.6% | +94.3% | +130.6% |
| 10Y | +407.4% | +152.3% | +255.1% | +276.3% |
| All | +407.4% | +142.7% | +264.7% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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