+2,312.4%
COR vs SW
+755.0%
+1,557.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -1.9% |
| 7D | +2.8% | -5.1% | +7.9% | +2.9% |
| 30D | +4.5% | -4.6% | +9.1% | +4.6% |
| 3M | +22.7% | +9.4% | +13.3% | +22.4% |
| 6M | -9.7% | +3.5% | -13.2% | -9.9% |
| YTD | -1.4% | +22.0% | -23.5% | -2.0% |
| 1Y | +13.9% | +2.2% | +11.7% | +13.7% |
| 3Y | +94.0% | +19.6% | +74.4% | +91.9% |
| 5Y | +184.0% | -2.3% | +186.4% | +180.3% |
| 10Y | +406.8% | +181.4% | +225.4% | +381.3% |
| All | +2,312.4% | +755.0% | +1,557.4% | +2,189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling