+444.5%
CORZ vs WAB
+122.4%
+322.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.2% |
| 7D | +16.6% | +1.7% | +14.9% | +14.8% |
| 30D | -10.9% | -2.4% | -8.4% | -8.9% |
| 3M | -31.0% | +9.7% | -40.7% | -37.5% |
| 6M | +26.0% | +16.5% | +9.5% | +6.5% |
| YTD | +28.6% | +33.7% | -5.1% | -6.7% |
| 1Y | +34.5% | +49.7% | -15.2% | -14.0% |
| All | +444.5% | +122.4% | +322.1% | +237.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling