+62.2%
CORZ vs WETO
-99.4%
+161.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.1% | -11.0% | -4.0% |
| 7D | -3.0% | -19.9% | +16.9% | -2.9% |
| 30D | -12.1% | -42.7% | +30.6% | -12.6% |
| 3M | -32.4% | -97.7% | +65.3% | -26.7% |
| 6M | +12.4% | -94.4% | +106.8% | +14.9% |
| YTD | +19.3% | -97.0% | +116.3% | +25.8% |
| 1Y | +8.6% | -98.9% | +107.5% | +19.6% |
| All | +62.2% | -99.4% | +161.6% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling