-11.7%
CRL vs WSM
+165.0%
-176.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +1.0% |
| 7D | +8.9% | -3.2% | +12.1% | +10.0% |
| 30D | +14.0% | +4.6% | +9.3% | +11.5% |
| 3M | +19.8% | +2.4% | +17.4% | +18.0% |
| 6M | +102.0% | +43.7% | +58.4% | +75.8% |
| YTD | +70.8% | +42.1% | +28.7% | +49.6% |
| 1Y | +98.7% | +32.3% | +66.5% | +78.1% |
| 3Y | +98.2% | +253.0% | -154.9% | +21.6% |
| 5Y | -11.7% | +161.3% | -173.0% | -42.7% |
| All | -11.7% | +165.0% | -176.7% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling