+11,156.6%
WDC vs COR
+17,545.2%
-6,388.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.9% | +7.7% | +6.4% |
| 7D | +1.7% | +2.8% | -1.0% | +0.9% |
| 30D | -10.0% | +4.5% | -14.5% | -11.4% |
| 3M | -18.8% | +22.7% | -41.4% | -24.5% |
| 6M | +79.0% | -9.7% | +88.8% | +80.5% |
| YTD | +171.6% | -1.4% | +173.0% | +166.2% |
| 1Y | +417.4% | +13.9% | +403.5% | +383.9% |
| 3Y | +1,251.8% | +94.0% | +1,157.8% | +951.3% |
| 5Y | +911.7% | +184.0% | +727.7% | +593.7% |
| 10Y | +1,399.6% | +406.8% | +992.9% | +737.5% |
| All | +11,156.6% | +17,545.2% | -6,388.6% | +2,490.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling