+24.5%
CORZ vs NWSA
+2.0%
+22.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.6% |
| 7D | +7.6% | -3.1% | +10.7% | +6.2% |
| 30D | -6.9% | +4.3% | -11.2% | -5.0% |
| 3M | -33.0% | +9.2% | -42.3% | -29.6% |
| 6M | +19.3% | +21.6% | -2.2% | +26.9% |
| YTD | +24.2% | +14.2% | +10.0% | +31.5% |
| 1Y | +24.5% | +1.8% | +22.7% | +32.5% |
| All | +24.5% | +2.0% | +22.5% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling