+17,451.9%
COR vs WY
+346.8%
+17,105.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | +2.8% | -1.7% | +4.5% | +3.2% |
| 30D | +4.5% | -10.1% | +14.6% | +7.0% |
| 3M | +22.7% | -5.1% | +27.8% | +23.9% |
| 6M | -9.7% | -4.8% | -5.0% | -9.1% |
| YTD | -1.4% | -0.2% | -1.2% | -2.0% |
| 1Y | +13.9% | -6.6% | +20.5% | +14.8% |
| 3Y | +94.0% | -22.7% | +116.7% | +100.7% |
| 5Y | +184.0% | -22.2% | +206.2% | +189.4% |
| 10Y | +406.8% | +7.3% | +399.5% | +353.4% |
| All | +17,451.9% | +346.8% | +17,105.0% | +11,880.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling