+1,323.2%
CRS vs WAB
+296.8%
+1,026.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.0% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | -16.1% | -4.1% | -12.1% | -13.2% |
| 3M | -21.2% | +8.2% | -29.3% | -27.1% |
| 6M | +8.7% | +15.4% | -6.7% | -4.7% |
| YTD | +41.0% | +33.1% | +7.8% | +9.0% |
| 1Y | +82.7% | +48.1% | +34.6% | +29.2% |
| 3Y | +604.8% | +167.7% | +437.1% | +196.5% |
| 5Y | +1,384.7% | +225.7% | +1,159.0% | +432.5% |
| All | +1,323.2% | +296.8% | +1,026.4% | +274.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling