-31.9%
CORZ vs WAT
+26.7%
-58.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -7.8% | +3.4% | -11.2% | -8.4% |
| 30D | -14.8% | +9.6% | -24.4% | -15.6% |
| 3M | -32.5% | +15.5% | -47.9% | -33.4% |
| 6M | -42.7% | +33.9% | -76.6% | -44.2% |
| YTD | -9.8% | +25.2% | -35.0% | -20.0% |
| 1Y | -31.9% | +26.3% | -58.2% | -38.7% |
| All | -31.9% | +26.7% | -58.6% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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