+7.0%
COR vs WSM
+12.7%
-5.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | +2.6% | -7.7% | +10.3% | +2.6% |
| 3M | +14.5% | +3.8% | +10.7% | +14.6% |
| 6M | -7.8% | +22.7% | -30.5% | -7.6% |
| YTD | -4.2% | +28.0% | -32.2% | -3.8% |
| 1Y | +7.0% | +12.7% | -5.7% | +7.4% |
| All | +7.0% | +12.7% | -5.7% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling