+1,359.8%
WDC vs COR
+87.4%
+1,272.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +1.7% |
| 7D | +6.0% | -1.9% | +7.9% | +5.5% |
| 30D | +9.9% | +1.5% | +8.4% | +10.6% |
| 3M | -9.4% | +18.7% | -28.1% | -6.3% |
| 6M | +94.7% | -9.0% | +103.8% | +101.2% |
| YTD | +177.4% | -3.3% | +180.7% | +188.0% |
| 1Y | +412.6% | +9.8% | +402.7% | +445.4% |
| 3Y | +1,359.8% | +87.4% | +1,272.4% | +1,475.0% |
| All | +1,359.8% | +87.4% | +1,272.3% | +1,475.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling