+394.2%
COR vs WSM
+1,058.9%
-664.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | -4.8% | +0.4% | -5.3% | -4.9% |
| 30D | -3.7% | -10.7% | +7.0% | -2.4% |
| 3M | +14.3% | +8.5% | +5.9% | +13.1% |
| 6M | -8.5% | +19.6% | -28.1% | -10.7% |
| YTD | -4.4% | +26.6% | -31.0% | -7.5% |
| 1Y | +9.1% | +12.0% | -2.8% | +7.0% |
| 3Y | +85.2% | +226.6% | -141.4% | +48.9% |
| 5Y | +180.7% | +174.1% | +6.5% | +125.5% |
| All | +394.2% | +1,058.9% | -664.6% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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