+241.9%
CORZ vs WM
+32.4%
+209.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +2.4% |
| 7D | -11.2% | +1.2% | -12.4% | -10.5% |
| 30D | -26.2% | +13.1% | -39.3% | -22.3% |
| 3M | -44.1% | +3.6% | -47.8% | -42.8% |
| 6M | -52.3% | +8.1% | -60.3% | -50.6% |
| YTD | -19.2% | +8.9% | -28.1% | -16.7% |
| 1Y | -42.9% | +20.3% | -63.2% | -41.6% |
| All | +241.9% | +32.4% | +209.4% | +389.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling