+7,447.1%
WDC vs COR
+18,554.5%
-11,107.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | -3.2% | -1.2% | -2.1% | -2.7% |
| 30D | -19.0% | +7.6% | -26.7% | -20.7% |
| 3M | -28.4% | +5.0% | -33.4% | -29.6% |
| 6M | -39.2% | +35.3% | -74.5% | -45.3% |
| YTD | +82.1% | +4.2% | +77.9% | +75.6% |
| 1Y | +84.7% | -3.4% | +88.1% | +82.2% |
| 3Y | +825.6% | +81.1% | +744.5% | +637.3% |
| 5Y | +608.2% | +195.8% | +412.3% | +380.2% |
| 10Y | +695.1% | +493.6% | +201.5% | +327.7% |
| All | +7,447.1% | +18,554.5% | -11,107.5% | +1,608.6% |
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