-31.6%
CRCL vs WAB
+46.5%
-78.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -6.8% | +4.5% | -11.4% | -7.4% |
| 30D | -8.6% | +1.1% | -9.7% | -8.8% |
| 3M | +20.3% | -1.3% | +21.6% | +20.2% |
| 6M | -36.3% | +12.7% | -49.1% | -37.3% |
| YTD | -4.0% | +38.7% | -42.7% | -26.9% |
| 1Y | -31.6% | +44.9% | -76.5% | -52.3% |
| All | -31.6% | +46.5% | -78.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling