+733.7%
COR vs NWSA
+127.4%
+606.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.4% |
| 7D | +2.8% | -1.9% | +4.6% | +3.2% |
| 30D | +4.5% | +4.6% | 0.0% | +3.4% |
| 3M | +22.7% | +13.2% | +9.4% | +18.9% |
| 6M | -9.7% | +27.0% | -36.7% | -15.3% |
| YTD | -1.4% | +16.8% | -18.3% | -5.8% |
| 1Y | +13.9% | +4.5% | +9.4% | +11.7% |
| 3Y | +94.0% | +46.2% | +47.7% | +70.7% |
| 5Y | +184.0% | +40.9% | +143.1% | +145.8% |
| 10Y | +406.8% | +145.1% | +261.6% | +235.8% |
| All | +733.7% | +127.4% | +606.3% | +455.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling