+17,451.9%
COR vs WSM
+11,466.9%
+5,984.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | +2.8% | -3.3% | +6.0% | +3.1% |
| 30D | +4.5% | -8.4% | +12.9% | +5.5% |
| 3M | +22.7% | +9.7% | +13.0% | +21.2% |
| 6M | -9.7% | +16.7% | -26.4% | -11.7% |
| YTD | -1.4% | +28.7% | -30.1% | -4.7% |
| 1Y | +13.9% | +13.7% | +0.3% | +11.5% |
| 3Y | +94.0% | +230.1% | -136.1% | +61.9% |
| 5Y | +184.0% | +179.0% | +5.1% | +136.3% |
| 10Y | +406.8% | +1,002.5% | -595.8% | +239.1% |
| All | +17,451.9% | +11,466.9% | +5,984.9% | +7,808.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling