+180.9%
COR vs GWW
+221.1%
-40.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -0.3% | -1.4% | +1.1% | -0.1% |
| 3M | +15.9% | -3.6% | +19.5% | +16.4% |
| 6M | -10.3% | +15.1% | -25.4% | -12.5% |
| YTD | -3.7% | +27.5% | -31.2% | -8.0% |
| 1Y | +9.1% | +29.6% | -20.5% | +3.8% |
| 3Y | +86.6% | +90.1% | -3.5% | +61.5% |
| 5Y | +180.9% | +222.6% | -41.7% | +104.9% |
| All | +180.9% | +221.1% | -40.1% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling