+247.0%
CRL vs WSM
+1,071.8%
-824.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -2.1% | -7.7% | +5.6% | +0.4% |
| 3M | +48.0% | +3.8% | +44.2% | +45.8% |
| 6M | +64.7% | +22.7% | +42.1% | +53.9% |
| YTD | +39.5% | +28.0% | +11.5% | +28.5% |
| 1Y | +74.2% | +12.7% | +61.5% | +66.5% |
| 3Y | +39.4% | +231.3% | -191.9% | -8.6% |
| 5Y | -36.9% | +177.2% | -214.1% | -58.2% |
| All | +247.0% | +1,071.8% | -824.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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