+444.5%
CORZ vs WPM
+229.4%
+215.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +16.6% | +7.0% | +9.5% | +14.0% |
| 30D | -10.9% | +15.7% | -26.6% | -15.3% |
| 3M | -31.0% | +35.2% | -66.2% | -38.2% |
| 6M | +26.0% | +6.1% | +20.0% | +20.8% |
| YTD | +28.6% | +32.6% | -3.9% | +16.3% |
| 1Y | +34.5% | +46.9% | -12.4% | +18.4% |
| All | +444.5% | +229.4% | +215.1% | +239.3% |
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