+241.9%
CORZ vs W
+95.4%
+146.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.8% | +3.8% |
| 7D | -11.2% | -3.6% | -7.6% | -10.6% |
| 30D | -26.2% | +7.0% | -33.2% | -28.0% |
| 3M | -44.1% | +7.4% | -51.5% | -45.7% |
| 6M | -52.3% | +69.3% | -121.6% | -61.6% |
| YTD | -19.2% | +11.3% | -30.5% | -25.8% |
| 1Y | -42.9% | +13.2% | -56.1% | -48.4% |
| All | +241.9% | +95.4% | +146.4% | +103.7% |
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