+992.6%
WDC vs COR
+180.8%
+811.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.1% |
| 7D | +6.0% | -1.9% | +7.9% | +6.0% |
| 30D | +9.9% | +1.5% | +8.4% | +9.9% |
| 3M | -9.4% | +18.7% | -28.1% | -10.6% |
| 6M | +94.7% | -9.0% | +103.8% | +100.7% |
| YTD | +177.4% | -3.3% | +180.7% | +182.6% |
| 1Y | +412.6% | +9.8% | +402.7% | +410.9% |
| 3Y | +1,359.8% | +87.4% | +1,272.4% | +1,079.5% |
| 5Y | +992.6% | +180.5% | +812.1% | +584.8% |
| All | +992.6% | +180.8% | +811.8% | +584.8% |
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