+6,866.3%
WDC vs COR
+18,492.1%
-11,625.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -16.7% | +2.4% | -19.2% | -17.2% |
| 30D | -27.2% | +7.7% | -34.9% | -28.7% |
| 3M | -34.0% | +7.5% | -41.5% | -35.6% |
| 6M | -39.7% | +34.1% | -73.8% | -45.6% |
| YTD | +68.1% | +3.9% | +64.2% | +62.2% |
| 1Y | +66.3% | -3.6% | +69.9% | +64.2% |
| 3Y | +754.4% | +80.5% | +673.9% | +581.2% |
| 5Y | +595.8% | +194.9% | +400.9% | +372.2% |
| 10Y | +660.4% | +486.6% | +173.8% | +310.3% |
| All | +6,866.3% | +18,492.1% | -11,625.8% | +1,478.5% |
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