+93.1%
WFC vs CORZ
+225.9%
-132.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.4% | +2.2% |
| 7D | +0.4% | +7.6% | -7.2% | -0.2% |
| 30D | +2.5% | -6.9% | +9.4% | +2.9% |
| 3M | +10.0% | -33.0% | +43.0% | +12.6% |
| 6M | +15.1% | +19.3% | -4.3% | +11.8% |
| YTD | -2.2% | +24.2% | -26.4% | -5.6% |
| 1Y | +13.5% | +24.5% | -11.0% | +9.0% |
| All | +93.1% | +225.9% | -132.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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