+444.5%
CORZ vs WSM
+122.6%
+321.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +16.6% | +2.6% | +14.0% | +15.2% |
| 30D | -10.9% | -9.5% | -1.3% | -6.8% |
| 3M | -31.0% | +12.9% | -43.9% | -35.4% |
| 6M | +26.0% | +23.0% | +3.0% | +13.2% |
| YTD | +28.6% | +28.9% | -0.3% | +13.6% |
| 1Y | +34.5% | +13.7% | +20.8% | +25.0% |
| All | +444.5% | +122.6% | +321.9% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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