+230.8%
CORZ vs WM
+35.3%
+195.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.2% | -12.0% | -10.3% |
| 7D | -21.1% | +4.5% | -25.6% | -19.4% |
| 30D | -31.8% | +16.1% | -47.8% | -27.3% |
| 3M | -47.7% | +8.0% | -55.8% | -45.6% |
| 6M | -48.7% | +8.4% | -57.1% | -46.5% |
| YTD | -21.8% | +11.2% | -33.1% | -18.6% |
| 1Y | -47.8% | +22.3% | -70.1% | -46.1% |
| All | +230.8% | +35.3% | +195.6% | +377.8% |
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