-39.5%
CORZ vs WTW
+36.1%
-75.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +1.6% |
| 7D | +23.5% | +2.0% | +21.5% | +24.2% |
| 30D | +7.5% | +12.9% | -5.4% | +10.3% |
| 3M | -26.6% | +0.7% | -27.3% | -26.4% |
| 6M | -39.5% | +39.5% | -79.0% | -22.3% |
| All | -39.5% | +36.1% | -75.6% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling