+2,172.4%
COR vs WU
-19.6%
+2,192.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +2.8% | -0.8% | +3.6% | +3.0% |
| 30D | +4.5% | -1.1% | +5.6% | +4.7% |
| 3M | +22.7% | -3.9% | +26.5% | +22.6% |
| 6M | -9.7% | -20.7% | +10.9% | -5.6% |
| YTD | -1.4% | -18.4% | +16.9% | +2.0% |
| 1Y | +13.9% | -8.1% | +22.0% | +13.8% |
| 3Y | +94.0% | -24.2% | +118.1% | +98.9% |
| 5Y | +184.0% | -50.4% | +234.5% | +221.2% |
| 10Y | +406.8% | -40.0% | +446.8% | +433.9% |
| All | +2,172.4% | -19.6% | +2,192.0% | +1,980.0% |
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