+956.0%
WDC vs CORZ
+213.0%
+743.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -3.4% |
| 7D | +4.4% | -3.0% | +7.4% | +5.2% |
| 30D | +5.3% | -12.1% | +17.4% | +8.5% |
| 3M | -5.9% | -32.4% | +26.5% | +3.0% |
| 6M | +73.2% | +12.4% | +60.9% | +70.9% |
| YTD | +167.8% | +19.3% | +148.5% | +161.1% |
| 1Y | +386.0% | +8.6% | +377.4% | +381.5% |
| All | +956.0% | +213.0% | +743.0% | +795.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling