+444.5%
CORZ vs WCC
+110.5%
+333.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.0% |
| 7D | +16.6% | +8.5% | +8.1% | +10.3% |
| 30D | -10.9% | -1.0% | -9.9% | -10.4% |
| 3M | -31.0% | +2.1% | -33.1% | -31.7% |
| 6M | +26.0% | +36.8% | -10.8% | +3.1% |
| YTD | +28.6% | +47.7% | -19.1% | +0.1% |
| 1Y | +34.5% | +66.5% | -32.1% | -3.9% |
| All | +444.5% | +110.5% | +333.9% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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