+17,451.9%
COR vs GWW
+6,825.4%
+10,626.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.1% |
| 7D | +2.8% | +1.4% | +1.4% | +2.4% |
| 30D | +4.5% | +3.3% | +1.3% | +3.7% |
| 3M | +22.7% | +2.9% | +19.7% | +21.6% |
| 6M | -9.7% | +15.8% | -25.5% | -13.2% |
| YTD | -1.4% | +32.0% | -33.5% | -8.4% |
| 1Y | +13.9% | +29.9% | -16.0% | +6.0% |
| 3Y | +94.0% | +91.1% | +2.9% | +61.9% |
| 5Y | +184.0% | +223.9% | -39.9% | +104.6% |
| 10Y | +406.8% | +567.0% | -160.3% | +199.2% |
| All | +17,451.9% | +6,825.4% | +10,626.4% | +6,436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling