-0.8%
COR vs NWSA
+2.3%
-3.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.6% |
| 7D | +7.8% | +2.2% | +5.6% | +7.5% |
| 30D | +7.0% | -8.8% | +15.8% | +8.4% |
| 3M | +16.3% | -6.5% | +22.8% | +17.8% |
| 6M | +41.3% | +1.5% | +39.8% | +43.3% |
| YTD | +7.1% | +4.0% | +3.1% | +10.6% |
| 1Y | -0.8% | +3.4% | -4.3% | +2.3% |
| All | -0.8% | +2.3% | -3.1% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling