+230.8%
CORZ vs WST
+11.8%
+219.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.0% | -6.8% | -10.4% |
| 7D | -21.1% | -5.8% | -15.3% | -20.6% |
| 30D | -31.8% | +5.3% | -37.1% | -32.0% |
| 3M | -47.7% | +11.8% | -59.5% | -48.2% |
| 6M | -48.7% | +26.7% | -75.4% | -49.9% |
| YTD | -21.8% | +43.0% | -64.8% | -25.0% |
| 1Y | -47.8% | +38.9% | -86.7% | -49.8% |
| All | +230.8% | +11.8% | +219.1% | +201.4% |
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