+1,449.1%
CRL vs WSM
+6,161.4%
-4,712.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.5% |
| 7D | +8.9% | -3.2% | +12.1% | +9.6% |
| 30D | +14.0% | +4.6% | +9.3% | +12.5% |
| 3M | +19.8% | +2.4% | +17.4% | +18.7% |
| 6M | +102.0% | +43.7% | +58.4% | +85.2% |
| YTD | +70.8% | +42.1% | +28.7% | +57.2% |
| 1Y | +98.7% | +32.3% | +66.5% | +85.7% |
| 3Y | +98.2% | +253.0% | -154.9% | +46.5% |
| 5Y | -11.7% | +161.3% | -173.0% | -32.3% |
| 10Y | +356.7% | +1,105.9% | -749.2% | +142.3% |
| All | +1,449.1% | +6,161.4% | -4,712.3% | +464.0% |
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