+420.1%
CORZ vs WM
+22.2%
+397.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | -0.5% |
| 7D | +8.4% | -0.3% | +8.7% | +8.2% |
| 30D | -17.8% | -2.4% | -15.5% | -18.4% |
| 3M | -35.9% | +0.4% | -36.3% | -36.2% |
| 6M | +12.9% | -9.5% | +22.4% | +12.4% |
| YTD | +22.9% | +0.5% | +22.4% | +21.9% |
| 1Y | +31.4% | -1.1% | +32.4% | +32.0% |
| All | +420.1% | +22.2% | +397.8% | +616.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling