+142.4%
WFC vs COR
+399.7%
-257.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | +0.4% | -3.9% | +4.3% | +1.9% |
| 30D | +2.5% | -0.3% | +2.8% | +2.4% |
| 3M | +10.0% | +15.9% | -5.9% | +3.8% |
| 6M | +15.1% | -10.3% | +25.3% | +18.3% |
| YTD | -2.2% | -3.7% | +1.5% | -2.8% |
| 1Y | +13.5% | +9.1% | +4.4% | +6.7% |
| 3Y | +135.2% | +86.6% | +48.7% | +70.5% |
| 5Y | +128.3% | +180.9% | -52.6% | +35.7% |
| 10Y | +142.4% | +407.4% | -265.1% | +9.8% |
| All | +142.4% | +399.7% | -257.3% | +9.8% |
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