+180.9%
COR vs WSM
+182.5%
-1.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | +2.6% | -6.5% | -4.0% |
| 30D | -0.3% | -9.3% | +9.0% | 0.0% |
| 3M | +15.9% | +7.1% | +8.8% | +15.6% |
| 6M | -10.3% | +21.7% | -32.0% | -10.9% |
| YTD | -3.7% | +28.7% | -32.4% | -4.6% |
| 1Y | +9.1% | +13.9% | -4.8% | +8.5% |
| 3Y | +86.6% | +232.2% | -145.6% | +69.9% |
| 5Y | +180.9% | +176.4% | +4.5% | +155.4% |
| All | +180.9% | +182.5% | -1.6% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling