+444.5%
CORZ vs WCN
+7.9%
+436.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.5% |
| 7D | +16.6% | -0.4% | +17.0% | +16.4% |
| 30D | -10.9% | -2.1% | -8.7% | -11.2% |
| 3M | -31.0% | +6.4% | -37.4% | -31.5% |
| 6M | +26.0% | -3.7% | +29.7% | +27.2% |
| YTD | +28.6% | -6.4% | +35.0% | +30.5% |
| 1Y | +34.5% | -7.9% | +42.4% | +37.4% |
| All | +444.5% | +7.9% | +436.6% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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