+444.5%
CORZ vs WTW
+33.0%
+411.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +4.6% |
| 7D | +16.6% | -2.7% | +19.3% | +16.5% |
| 30D | -10.9% | -5.6% | -5.2% | -11.0% |
| 3M | -31.0% | +26.5% | -57.5% | -29.7% |
| 6M | +26.0% | +8.1% | +17.9% | +30.0% |
| YTD | +28.6% | -0.3% | +28.9% | +33.9% |
| 1Y | +34.5% | -0.9% | +35.3% | +39.7% |
| All | +444.5% | +33.0% | +411.5% | +379.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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