+5.3%
WMT vs COR
+9.0%
-3.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | 0.0% | -2.8% | +2.8% | +0.3% |
| 30D | -7.4% | +2.6% | -10.0% | -7.6% |
| 3M | -10.9% | +14.5% | -25.3% | -11.9% |
| 6M | -12.7% | -7.8% | -4.9% | -12.8% |
| YTD | -3.2% | -4.2% | +1.0% | -3.2% |
| 1Y | +5.3% | +7.0% | -1.7% | +5.1% |
| All | +5.3% | +9.0% | -3.7% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling