+512.3%
COR vs SW
+183.3%
+328.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.4% | +3.7% |
| 7D | +2.3% | +1.8% | +0.5% | +2.3% |
| 30D | +6.8% | +7.0% | -0.3% | +6.6% |
| 3M | +8.1% | -7.6% | +15.7% | +8.2% |
| 6M | +33.0% | +8.5% | +24.4% | +32.7% |
| YTD | +3.0% | +17.7% | -14.7% | +2.4% |
| 1Y | -3.4% | +27.1% | -30.5% | -4.1% |
| 3Y | +80.1% | +48.2% | +31.9% | +75.7% |
| 5Y | +194.7% | -2.3% | +197.1% | +189.8% |
| 10Y | +512.3% | +183.3% | +328.9% | +480.3% |
| All | +512.3% | +183.3% | +328.9% | +480.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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