+241.9%
CORZ vs WAT
+44.3%
+197.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.1% |
| 7D | -11.2% | -1.1% | -10.1% | -11.0% |
| 30D | -26.2% | +5.0% | -31.2% | -26.7% |
| 3M | -44.1% | +14.5% | -58.6% | -45.4% |
| 6M | -52.3% | +30.9% | -83.2% | -54.6% |
| YTD | -19.2% | +20.5% | -39.7% | -23.0% |
| 1Y | -42.9% | +23.3% | -66.2% | -45.9% |
| All | +241.9% | +44.3% | +197.6% | +223.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling