+492.2%
COR vs WU
-38.9%
+531.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.7% |
| 7D | +7.8% | -2.0% | +9.9% | +8.3% |
| 30D | +7.0% | +11.4% | -4.4% | +4.3% |
| 3M | +16.3% | -6.8% | +23.1% | +17.8% |
| 6M | +41.3% | -14.6% | +55.9% | +44.8% |
| YTD | +7.1% | -20.6% | +27.8% | +11.3% |
| 1Y | -0.8% | -15.4% | +14.5% | +1.2% |
| 3Y | +85.0% | -23.6% | +108.6% | +88.7% |
| 5Y | +203.9% | -43.4% | +247.2% | +235.5% |
| All | +492.2% | -38.9% | +531.1% | +531.6% |
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