+420.1%
CORZ vs W
+73.9%
+346.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.8% |
| 7D | +8.4% | -4.2% | +12.5% | +9.8% |
| 30D | -17.8% | -7.6% | -10.3% | -15.8% |
| 3M | -35.9% | +37.2% | -73.1% | -44.1% |
| 6M | +12.9% | +26.3% | -13.4% | +0.2% |
| YTD | +22.9% | -1.0% | +23.8% | +17.7% |
| 1Y | +31.4% | +20.1% | +11.3% | +13.6% |
| All | +420.1% | +73.9% | +346.2% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling