+444.5%
CORZ vs WU
-28.9%
+473.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.0% |
| 7D | +16.6% | -0.8% | +17.4% | +16.6% |
| 30D | -10.9% | -1.1% | -9.7% | -10.8% |
| 3M | -31.0% | -1.8% | -29.2% | -32.1% |
| 6M | +26.0% | -23.9% | +50.0% | +30.7% |
| YTD | +28.6% | -20.4% | +49.0% | +31.5% |
| 1Y | +34.5% | -10.6% | +45.0% | +32.0% |
| All | +444.5% | -28.9% | +473.4% | +509.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling