-41.3%
CORZ vs WAB
+46.5%
-87.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.1% | -11.5% | -11.2% |
| 7D | -14.9% | +4.5% | -19.5% | -17.8% |
| 30D | -23.1% | +1.1% | -24.2% | -23.7% |
| 3M | -44.1% | -1.3% | -42.8% | -43.6% |
| 6M | -39.5% | +12.7% | -52.3% | -43.8% |
| YTD | -12.4% | +38.7% | -51.0% | -35.1% |
| 1Y | -41.3% | +44.9% | -86.2% | -58.0% |
| All | -41.3% | +46.5% | -87.8% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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