-31.9%
CORZ vs W
+4.6%
-36.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +6.9% | +4.0% |
| 7D | -7.8% | +1.1% | -8.9% | -8.1% |
| 30D | -14.8% | +6.4% | -21.2% | -16.0% |
| 3M | -32.5% | +9.0% | -41.4% | -33.8% |
| 6M | -42.7% | +69.8% | -112.5% | -51.5% |
| YTD | -9.8% | +12.1% | -21.9% | -13.4% |
| 1Y | -31.9% | 0.0% | -32.0% | -34.4% |
| All | -31.9% | +4.6% | -36.6% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling