+584.9%
WDC vs COR
+192.5%
+392.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.7% | +6.2% | +9.9% |
| 7D | -14.4% | +2.3% | -16.8% | -14.3% |
| 30D | -27.1% | +6.8% | -33.8% | -26.9% |
| 3M | -33.3% | +8.1% | -41.4% | -33.1% |
| 6M | -39.6% | +33.0% | -72.6% | -40.5% |
| YTD | +68.4% | +3.0% | +65.4% | +72.1% |
| 1Y | +78.2% | -3.4% | +81.6% | +84.0% |
| 3Y | +772.0% | +80.1% | +691.9% | +644.9% |
| 5Y | +584.9% | +194.7% | +390.2% | +326.9% |
| All | +584.9% | +192.5% | +392.4% | +326.9% |
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