+281.7%
CORZ vs WCC
+85.4%
+196.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | -7.8% | -9.9% | +2.1% | -0.2% |
| 30D | -14.8% | -13.4% | -1.4% | -4.7% |
| 3M | -32.5% | -13.5% | -19.0% | -24.5% |
| 6M | -42.7% | -10.6% | -32.1% | -37.1% |
| YTD | -9.8% | +30.1% | -39.9% | -22.4% |
| 1Y | -31.9% | +22.3% | -54.3% | -39.2% |
| All | +281.7% | +85.4% | +196.3% | +154.0% |
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