+486.6%
COR vs BWA
+95.2%
+391.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | +2.4% | -2.4% | +4.8% | +2.8% |
| 30D | +7.7% | -17.7% | +25.4% | +11.1% |
| 3M | +7.5% | -27.0% | +34.5% | +13.0% |
| 6M | +34.1% | -17.3% | +51.4% | +37.1% |
| YTD | +3.9% | +12.9% | -9.0% | -1.2% |
| 1Y | -3.6% | +12.9% | -16.5% | -8.4% |
| 3Y | +80.5% | +62.1% | +18.4% | +55.4% |
| 5Y | +194.9% | +30.7% | +164.1% | +158.9% |
| 10Y | +486.6% | +89.2% | +397.4% | +358.0% |
| All | +486.6% | +95.2% | +391.4% | +358.0% |
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