-33.5%
WDAY vs CORZ
+161.6%
-195.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.1% | +3.1% |
| 7D | +1.8% | +23.5% | -21.6% | +2.2% |
| 30D | +4.1% | +7.5% | -3.4% | +4.3% |
| 3M | -4.8% | -26.6% | +21.7% | -5.1% |
| 6M | +68.6% | -39.5% | +108.1% | +68.1% |
| YTD | -8.5% | -0.3% | -8.3% | -10.7% |
| 1Y | -12.1% | -4.2% | -7.9% | -14.1% |
| All | -33.5% | +161.6% | -195.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 3y: compounded portfolio wealth divided by compounded CORZ 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…
3y analysis · Full analysis span regression · 6 months rolling