+1,211.4%
CRL vs WSM
+5,570.1%
-4,358.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.7% | -2.1% |
| 7D | -1.0% | -3.3% | +2.2% | -0.3% |
| 30D | +10.7% | -8.4% | +19.0% | +12.8% |
| 3M | +55.3% | +9.7% | +45.6% | +51.8% |
| 6M | +60.7% | +16.7% | +44.0% | +55.0% |
| YTD | +44.6% | +28.7% | +15.9% | +36.5% |
| 1Y | +77.7% | +13.7% | +64.1% | +72.1% |
| 3Y | +37.6% | +230.1% | -192.5% | +3.5% |
| 5Y | -35.8% | +179.0% | -214.8% | -51.3% |
| 10Y | +241.7% | +1,002.5% | -760.8% | +85.7% |
| All | +1,211.4% | +5,570.1% | -4,358.7% | +390.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling