+778.5%
COR vs NWSA
+99.8%
+678.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.4% | -9.7% | +12.1% | +4.9% |
| 30D | +7.7% | -8.6% | +16.3% | +9.9% |
| 3M | +7.5% | -6.3% | +13.8% | +9.0% |
| 6M | +34.1% | -1.2% | +35.3% | +34.0% |
| YTD | +3.9% | +2.6% | +1.2% | +2.3% |
| 1Y | -3.6% | 0.0% | -3.7% | -4.5% |
| 3Y | +80.5% | +30.1% | +50.5% | +63.5% |
| 5Y | +194.9% | +18.3% | +176.5% | +167.2% |
| 10Y | +486.6% | +149.3% | +337.3% | +288.5% |
| All | +778.5% | +99.8% | +678.7% | +503.3% |
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 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