+24.5%
CORZ vs WSM
+14.1%
+10.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +7.6% | +2.6% | +5.0% | +6.2% |
| 30D | -6.9% | -9.3% | +2.3% | -2.2% |
| 3M | -33.0% | +7.1% | -40.1% | -36.5% |
| 6M | +19.3% | +21.7% | -2.4% | +3.4% |
| YTD | +24.2% | +28.7% | -4.5% | +5.8% |
| 1Y | +24.5% | +13.9% | +10.6% | +11.0% |
| All | +24.5% | +14.1% | +10.4% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling