+492.2%
COR vs NWSA
+148.1%
+344.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.3% |
| 7D | +7.8% | +2.2% | +5.6% | +7.3% |
| 30D | +7.0% | -8.8% | +15.8% | +9.3% |
| 3M | +16.3% | -6.5% | +22.8% | +18.0% |
| 6M | +41.3% | +1.5% | +39.8% | +40.3% |
| YTD | +7.1% | +4.0% | +3.1% | +5.2% |
| 1Y | -0.8% | +3.4% | -4.3% | -2.6% |
| 3Y | +85.0% | +34.8% | +50.1% | +65.0% |
| 5Y | +203.9% | +18.4% | +185.5% | +175.0% |
| All | +492.2% | +148.1% | +344.0% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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