+131.4%
WMT vs COR
+179.1%
-47.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -2.5% | -4.8% | +2.3% | -1.6% |
| 30D | -6.4% | -3.7% | -2.7% | -5.8% |
| 3M | -12.1% | +14.3% | -26.5% | -14.4% |
| 6M | -15.0% | -8.5% | -6.5% | -13.8% |
| YTD | -4.5% | -4.4% | -0.1% | -4.3% |
| 1Y | +6.2% | +9.1% | -3.0% | +2.8% |
| 3Y | +99.9% | +85.2% | +14.7% | +65.9% |
| 5Y | +131.4% | +180.7% | -49.2% | +68.1% |
| All | +131.4% | +179.1% | -47.6% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling