+395.2%
COR vs NWSA
+149.4%
+245.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.8% | -2.8% | 0.0% | -2.1% |
| 30D | +2.6% | +3.0% | -0.5% | +1.8% |
| 3M | +14.5% | +12.3% | +2.1% | +11.1% |
| 6M | -7.8% | +21.9% | -29.7% | -12.7% |
| YTD | -4.2% | +13.6% | -17.8% | -7.9% |
| 1Y | +7.0% | +0.5% | +6.5% | +6.0% |
| 3Y | +85.5% | +43.8% | +41.8% | +62.9% |
| 5Y | +181.2% | +41.2% | +140.0% | +140.8% |
| All | +395.2% | +149.4% | +245.8% | +195.1% |
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