-33.7%
WDAY vs CORZ
+222.3%
-256.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -4.4% | +8.4% | -12.7% | -4.3% |
| 30D | +14.7% | -17.8% | +32.6% | +14.5% |
| 3M | +32.4% | -35.9% | +68.3% | +32.7% |
| 6M | +36.9% | +12.9% | +23.9% | +34.6% |
| YTD | -8.8% | +22.9% | -31.7% | -10.9% |
| 1Y | -15.3% | +31.4% | -46.6% | -17.6% |
| All | -33.7% | +222.3% | -256.1% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling