+39.4%
CRL vs WSM
+232.0%
-192.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -4.6% | +2.6% | -7.2% | -5.5% |
| 30D | +0.5% | -9.3% | +9.8% | +3.9% |
| 3M | +46.6% | +7.1% | +39.5% | +42.6% |
| 6M | +57.3% | +21.7% | +35.6% | +46.3% |
| YTD | +39.5% | +28.7% | +10.8% | +27.6% |
| 1Y | +76.9% | +13.9% | +63.0% | +67.5% |
| All | +39.4% | +232.0% | -192.5% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling