+394.2%
COR vs WY
+7.2%
+387.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | 0.0% |
| 7D | -4.8% | -3.7% | -1.1% | -3.8% |
| 30D | -3.7% | -11.3% | +7.6% | -0.5% |
| 3M | +14.3% | -8.1% | +22.5% | +16.7% |
| 6M | -8.5% | -7.4% | -1.0% | -7.1% |
| YTD | -4.4% | -4.7% | +0.3% | -4.0% |
| 1Y | +9.1% | -9.2% | +18.3% | +11.0% |
| 3Y | +85.2% | -24.7% | +109.9% | +94.2% |
| 5Y | +180.7% | -21.6% | +202.2% | +184.0% |
| All | +394.2% | +7.2% | +387.0% | +311.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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