+18,429.3%
COR vs GWW
+7,770.4%
+10,658.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +2.9% | +3.7% | -0.9% | +2.0% |
| 30D | +5.8% | +13.6% | -7.8% | +2.7% |
| 3M | +11.4% | +15.4% | -3.9% | +7.6% |
| 6M | +34.5% | +21.8% | +12.7% | +28.0% |
| YTD | +4.1% | +50.0% | -46.0% | -6.2% |
| 1Y | -3.1% | +60.2% | -63.4% | -14.2% |
| 3Y | +80.9% | +94.4% | -13.5% | +50.8% |
| 5Y | +195.1% | +221.8% | -26.7% | +113.6% |
| 10Y | +492.7% | +665.8% | -173.0% | +239.0% |
| All | +18,429.3% | +7,770.4% | +10,658.9% | +6,593.1% |
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