-39.5%
CORZ vs WM
+5.9%
-45.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.6% | -12.0% | -7.6% |
| 7D | -14.9% | +5.9% | -20.9% | -5.8% |
| 30D | -23.1% | +15.4% | -38.5% | -0.5% |
| 3M | -44.1% | +6.3% | -50.4% | -37.8% |
| 6M | -39.5% | +5.6% | -45.1% | -32.7% |
| All | -39.5% | +5.9% | -45.5% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling