+924.5%
WDC vs CORZ
+223.2%
+701.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.8% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | -1.5% | -14.0% | +12.5% | +2.0% |
| 3M | -15.5% | -34.1% | +18.6% | -7.1% |
| 6M | +66.5% | +8.5% | +58.0% | +65.1% |
| YTD | +159.9% | +23.2% | +136.6% | +151.2% |
| 1Y | +366.0% | +15.4% | +350.6% | +355.8% |
| All | +924.5% | +223.2% | +701.3% | +761.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 10y: compounded portfolio wealth divided by compounded CORZ 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…
10y analysis · Full analysis span regression · 6 months rolling