+420.1%
CORZ vs WWD
+154.5%
+265.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.8% |
| 7D | +8.4% | +1.3% | +7.1% | +7.4% |
| 30D | -17.8% | -7.2% | -10.7% | -13.3% |
| 3M | -35.9% | -3.8% | -32.1% | -34.8% |
| 6M | +12.9% | -9.9% | +22.9% | +19.7% |
| YTD | +22.9% | +14.8% | +8.1% | +6.8% |
| 1Y | +31.4% | +42.1% | -10.7% | -6.2% |
| All | +420.1% | +154.5% | +265.5% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 all: compounded portfolio wealth divided by compounded WWD 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…
all analysis · Full analysis span regression · 6 months rolling