-34.1%
CORZ vs NWSA
-0.3%
-33.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.5% | +8.3% |
| 7D | +1.7% | -10.5% | +12.2% | -0.4% |
| 30D | -17.5% | -8.8% | -8.7% | -18.4% |
| 3M | -39.5% | -6.5% | -32.9% | -39.1% |
| 6M | -44.5% | -1.3% | -43.2% | -42.3% |
| YTD | -12.6% | +2.5% | -15.1% | -8.7% |
| All | -34.1% | -0.3% | -33.8% | -31.1% |
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