+323.5%
CORZ vs W
+100.1%
+223.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +10.4% |
| 7D | +14.2% | -7.4% | +21.6% | +17.1% |
| 30D | -3.0% | +7.8% | -10.8% | -5.5% |
| 3M | -26.3% | +10.9% | -37.1% | -29.0% |
| 6M | -36.5% | +86.4% | -122.9% | -50.5% |
| YTD | +0.1% | +14.0% | -13.9% | -8.7% |
| 1Y | -15.9% | +3.5% | -19.4% | -21.2% |
| All | +323.5% | +100.1% | +223.4% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling