+194.7%
COR vs WU
-42.0%
+236.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +3.9% | +3.7% |
| 7D | +2.3% | +9.1% | -6.7% | +1.6% |
| 30D | +6.8% | +12.1% | -5.3% | +5.7% |
| 3M | +8.1% | +0.3% | +7.8% | +7.9% |
| 6M | +33.0% | -19.1% | +52.1% | +34.9% |
| YTD | +3.0% | -19.2% | +22.2% | +4.3% |
| 1Y | -3.4% | -15.3% | +11.9% | -2.6% |
| 3Y | +80.1% | -21.3% | +101.5% | +80.8% |
| 5Y | +194.7% | -41.7% | +236.4% | +214.9% |
| All | +194.7% | -42.0% | +236.7% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling