+420.1%
CORZ vs WAB
+121.1%
+299.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | +8.4% | -3.2% | +11.6% | +11.7% |
| 30D | -17.8% | -4.4% | -13.4% | -14.3% |
| 3M | -35.9% | +7.9% | -43.8% | -40.9% |
| 6M | +12.9% | +8.7% | +4.2% | +2.6% |
| YTD | +22.9% | +33.0% | -10.1% | -10.4% |
| 1Y | +31.4% | +46.7% | -15.3% | -14.2% |
| All | +420.1% | +121.1% | +299.0% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling