+492.2%
COR vs BWA
+94.2%
+397.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +7.8% | +4.3% | +3.6% | +7.1% |
| 30D | +7.0% | -13.0% | +20.0% | +9.4% |
| 3M | +16.3% | -24.8% | +41.1% | +21.6% |
| 6M | +41.3% | -23.5% | +64.8% | +46.6% |
| YTD | +7.1% | +13.8% | -6.7% | +1.8% |
| 1Y | -0.8% | +13.4% | -14.3% | -5.8% |
| 3Y | +85.0% | +62.8% | +22.2% | +59.2% |
| 5Y | +203.9% | +28.5% | +175.4% | +168.5% |
| All | +492.2% | +94.2% | +397.9% | +361.4% |
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