+281.7%
CORZ vs W
+96.8%
+184.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +6.9% | +4.4% |
| 7D | -7.8% | +1.1% | -8.9% | -8.5% |
| 30D | -14.8% | +6.4% | -21.2% | -16.7% |
| 3M | -32.5% | +9.0% | -41.4% | -34.6% |
| 6M | -42.7% | +69.8% | -112.5% | -54.0% |
| YTD | -9.8% | +12.1% | -21.9% | -17.3% |
| 1Y | -31.9% | 0.0% | -32.0% | -35.5% |
| All | +281.7% | +96.8% | +184.9% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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