+112.4%
WFC vs COR
+486.2%
-373.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | -0.8% |
| 7D | +2.5% | +7.8% | -5.3% | -0.3% |
| 30D | +7.0% | +7.0% | 0.0% | +4.3% |
| 3M | -1.8% | +16.3% | -18.0% | -7.2% |
| 6M | +18.4% | +41.3% | -22.9% | +3.4% |
| YTD | -5.6% | +7.1% | -12.7% | -9.9% |
| 1Y | +3.9% | -0.8% | +4.7% | +2.2% |
| 3Y | +126.3% | +85.0% | +41.3% | +64.6% |
| 5Y | +91.1% | +203.9% | -112.7% | +8.2% |
| All | +112.4% | +486.2% | -373.8% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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