+532.3%
COR vs SW
+185.4%
+346.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -4.0% |
| 7D | +2.8% | +4.7% | -1.9% | +2.7% |
| 30D | +7.4% | +5.0% | +2.4% | +7.3% |
| 3M | +7.3% | -7.3% | +14.6% | +7.4% |
| 6M | +11.5% | +15.0% | -3.5% | +11.1% |
| YTD | +1.2% | +18.5% | -17.3% | +0.6% |
| 1Y | -3.3% | +27.1% | -30.4% | -4.0% |
| 3Y | +78.5% | +49.3% | +29.1% | +74.1% |
| 5Y | +183.0% | -1.6% | +184.6% | +178.2% |
| All | +532.3% | +185.4% | +346.9% | +509.9% |
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