+407.4%
COR vs WWD
+479.8%
-72.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.9% | +0.6% | -4.5% | -4.0% |
| 30D | -0.3% | -5.1% | +4.8% | +0.7% |
| 3M | +15.9% | -11.2% | +27.1% | +18.2% |
| 6M | -10.3% | -12.0% | +1.8% | -8.9% |
| YTD | -3.7% | +12.0% | -15.7% | -7.7% |
| 1Y | +9.1% | +42.8% | -33.7% | -1.7% |
| 3Y | +86.6% | +168.9% | -82.4% | +39.3% |
| 5Y | +180.9% | +192.2% | -11.3% | +100.2% |
| 10Y | +407.4% | +495.3% | -87.8% | +170.7% |
| All | +407.4% | +479.8% | -72.4% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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