+1,436.2%
CRL vs WSM
+6,253.2%
-4,816.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +11.9% | +5.1% | +6.8% | +10.3% |
| 3M | +20.2% | +5.1% | +15.1% | +18.4% |
| 6M | +107.5% | +48.6% | +58.9% | +88.7% |
| YTD | +69.4% | +44.2% | +25.2% | +55.3% |
| 1Y | +99.7% | +38.1% | +61.6% | +84.8% |
| 3Y | +98.8% | +257.2% | -158.5% | +46.5% |
| 5Y | -12.4% | +165.1% | -177.5% | -33.1% |
| 10Y | +352.9% | +1,123.6% | -770.7% | +139.5% |
| All | +1,436.2% | +6,253.2% | -4,816.9% | +457.4% |
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