+2,302.3%
COR vs WU
-22.0%
+2,324.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +1.1% |
| 7D | -1.2% | +2.1% | -3.3% | -1.8% |
| 30D | +7.6% | +10.1% | -2.5% | +5.0% |
| 3M | +5.0% | -1.1% | +6.1% | +4.9% |
| 6M | +35.3% | -19.8% | +55.1% | +40.8% |
| YTD | +4.2% | -20.8% | +25.0% | +8.3% |
| 1Y | -3.4% | -15.1% | +11.7% | -1.5% |
| 3Y | +81.1% | -23.2% | +104.3% | +84.9% |
| 5Y | +195.8% | -42.6% | +238.4% | +220.1% |
| 10Y | +493.6% | -38.9% | +532.5% | +521.2% |
| All | +2,302.3% | -22.0% | +2,324.3% | +2,108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling