+74.9%
CORZ vs WETO
-99.4%
+174.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.7% |
| 7D | +16.6% | -57.2% | +73.8% | +16.7% |
| 30D | -10.9% | -48.8% | +37.9% | -11.3% |
| 3M | -31.0% | -97.7% | +66.7% | -25.3% |
| 6M | +26.0% | -94.3% | +120.3% | +28.7% |
| YTD | +28.6% | -97.0% | +125.7% | +35.7% |
| 1Y | +34.5% | -98.9% | +133.4% | +48.3% |
| All | +74.9% | -99.4% | +174.3% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling