+425.9%
CORZ vs WY
-26.6%
+452.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +7.6% | -1.7% | +9.3% | +8.0% |
| 30D | -6.9% | -9.9% | +2.9% | -4.6% |
| 3M | -33.0% | -7.5% | -25.5% | -32.0% |
| 6M | +19.3% | -5.1% | +24.5% | +19.4% |
| YTD | +24.2% | -2.1% | +26.3% | +21.8% |
| 1Y | +24.5% | -7.3% | +31.8% | +25.1% |
| All | +425.9% | -26.6% | +452.5% | +552.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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