+241.9%
CORZ vs WST
+13.8%
+228.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.5% | +3.1% |
| 7D | -11.2% | -3.1% | -8.1% | -10.9% |
| 30D | -26.2% | +9.1% | -35.3% | -26.8% |
| 3M | -44.1% | +14.7% | -58.8% | -44.8% |
| 6M | -52.3% | +28.0% | -80.3% | -53.4% |
| YTD | -19.2% | +45.6% | -64.9% | -22.6% |
| 1Y | -42.9% | +45.7% | -88.5% | -45.3% |
| All | +241.9% | +13.8% | +228.0% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling