-47.8%
CORZ vs WM
+22.5%
-70.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.2% | -12.0% | -9.4% |
| 7D | -21.1% | +4.5% | -25.6% | -16.2% |
| 30D | -31.8% | +16.1% | -47.8% | -17.7% |
| 3M | -47.7% | +8.0% | -55.8% | -41.8% |
| 6M | -48.7% | +8.4% | -57.1% | -42.1% |
| YTD | -21.8% | +11.2% | -33.1% | -8.6% |
| 1Y | -47.8% | +22.3% | -70.1% | -34.9% |
| All | -47.8% | +22.5% | -70.3% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling