+230.8%
CORZ vs W
+98.3%
+132.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -8.2% | -2.6% | -8.3% |
| 7D | -21.1% | -5.6% | -15.5% | -20.0% |
| 30D | -31.8% | +7.5% | -39.3% | -33.5% |
| 3M | -47.7% | +5.4% | -53.1% | -48.9% |
| 6M | -48.7% | +79.4% | -128.1% | -59.5% |
| YTD | -21.8% | +12.9% | -34.8% | -28.5% |
| 1Y | -47.8% | +12.4% | -60.2% | -52.7% |
| All | +230.8% | +98.3% | +132.5% | +96.2% |
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