+180.9%
COR vs NWSA
+39.6%
+141.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.9% | -3.4% | -0.5% | -3.6% |
| 30D | -0.3% | +3.9% | -4.3% | -0.6% |
| 3M | +15.9% | +8.9% | +7.0% | +15.1% |
| 6M | -10.3% | +21.2% | -31.4% | -11.6% |
| YTD | -3.7% | +13.8% | -17.5% | -4.7% |
| 1Y | +9.1% | +1.4% | +7.7% | +9.0% |
| 3Y | +86.6% | +44.0% | +42.6% | +78.4% |
| 5Y | +180.9% | +40.5% | +140.4% | +167.2% |
| All | +180.9% | +39.6% | +141.3% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling