+318.0%
CORZ vs WPM
+179.9%
+138.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.4% |
| 7D | +26.4% | -0.5% | +26.9% | +26.5% |
| 30D | -6.8% | -3.1% | -3.7% | -5.9% |
| 3M | -31.1% | -2.2% | -28.9% | -30.7% |
| 6M | -36.9% | -7.4% | -29.5% | -36.1% |
| YTD | -1.2% | +12.6% | -13.9% | -5.6% |
| 1Y | -12.5% | +22.8% | -35.4% | -18.1% |
| All | +318.0% | +179.9% | +138.1% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling