+79.9%
COR vs WSM
+271.7%
-191.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.2% | -3.0% | +1.8% | -1.2% |
| 30D | +7.6% | +10.1% | -2.4% | +7.8% |
| 3M | +5.0% | +4.9% | +0.1% | +5.0% |
| 6M | +35.3% | +49.8% | -14.5% | +36.6% |
| YTD | +4.2% | +48.7% | -44.5% | +5.4% |
| 1Y | -3.4% | +38.7% | -42.2% | -2.6% |
| All | +79.9% | +271.7% | -191.7% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling