-4.5%
CRS vs WAB
+46.5%
-51.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.4% |
| 7D | +4.3% | +4.5% | -0.2% | +0.8% |
| 30D | -25.5% | +1.1% | -26.5% | -25.7% |
| 3M | -48.7% | -1.3% | -47.4% | -48.1% |
| 6M | -31.6% | +12.7% | -44.4% | -37.6% |
| YTD | -7.0% | +38.7% | -45.7% | -26.2% |
| 1Y | -4.5% | +44.9% | -49.4% | -26.7% |
| All | -4.5% | +46.5% | -51.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling