+8.9%
CRCL vs WAB
+39.1%
-30.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.1% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | +27.1% | -4.1% | +31.2% | +28.3% |
| 3M | +9.6% | +8.2% | +1.5% | +6.1% |
| 6M | -19.7% | +15.4% | -35.1% | -25.8% |
| YTD | +14.2% | +33.1% | -18.9% | -7.7% |
| 1Y | -32.2% | +48.1% | -80.3% | -49.2% |
| All | +8.9% | +39.1% | -30.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling