+195.8%
COR vs GWW
+224.6%
-28.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | 0.0% | -1.1% | -1.1% |
| 30D | +7.6% | +14.0% | -6.3% | +5.4% |
| 3M | +5.0% | +14.4% | -9.4% | +2.7% |
| 6M | +35.3% | +21.7% | +13.6% | +30.9% |
| YTD | +4.2% | +48.4% | -44.2% | -2.8% |
| 1Y | -3.4% | +58.4% | -61.8% | -11.0% |
| 3Y | +81.1% | +92.3% | -11.2% | +58.3% |
| 5Y | +195.8% | +221.8% | -26.0% | +112.0% |
| All | +195.8% | +224.6% | -28.7% | +112.0% |
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