+318.0%
CORZ vs WCC
+91.6%
+226.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +26.4% | +14.2% | +12.1% | +15.1% |
| 30D | -6.8% | -9.8% | +3.0% | +1.4% |
| 3M | -31.1% | -10.1% | -21.0% | -24.9% |
| 6M | -36.9% | -9.4% | -27.5% | -31.4% |
| YTD | -1.2% | +34.4% | -35.6% | -16.9% |
| 1Y | -12.5% | +23.3% | -35.8% | -22.3% |
| All | +318.0% | +91.6% | +226.5% | +172.2% |
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