+407.4%
COR vs WU
-40.9%
+448.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -3.9% | -4.9% | +1.1% | -2.8% |
| 30D | -0.3% | -1.3% | +1.0% | -0.1% |
| 3M | +15.9% | -3.6% | +19.4% | +15.7% |
| 6M | -10.3% | -24.3% | +14.1% | -5.2% |
| YTD | -3.7% | -21.1% | +17.4% | +0.4% |
| 1Y | +9.1% | -10.3% | +19.4% | +9.4% |
| 3Y | +86.6% | -28.4% | +114.9% | +94.0% |
| 5Y | +180.9% | -51.2% | +232.1% | +228.9% |
| 10Y | +407.4% | -39.6% | +447.1% | +433.7% |
| All | +407.4% | -40.9% | +448.3% | +433.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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