+322.1%
CORZ vs WAB
+132.9%
+189.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.8% |
| 7D | +23.5% | +5.1% | +18.4% | +17.8% |
| 30D | +7.5% | +4.0% | +3.5% | +4.1% |
| 3M | -26.6% | +0.1% | -26.7% | -26.2% |
| 6M | -39.5% | +12.8% | -52.3% | -46.3% |
| YTD | -0.3% | +40.1% | -40.4% | -30.3% |
| 1Y | -4.2% | +46.4% | -50.6% | -36.3% |
| All | +322.1% | +132.9% | +189.2% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling