+1,401.6%
CRS vs WAB
+220.1%
+1,181.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | -16.6% | -5.9% | -10.7% | -12.2% |
| 3M | -14.3% | +9.4% | -23.6% | -21.7% |
| 6M | +11.6% | +13.8% | -2.3% | -1.6% |
| YTD | +42.6% | +31.8% | +10.8% | +9.9% |
| 1Y | +81.8% | +48.5% | +33.3% | +25.9% |
| 3Y | +632.1% | +167.0% | +465.1% | +187.8% |
| 5Y | +1,401.6% | +222.3% | +1,179.3% | +394.3% |
| All | +1,401.6% | +220.1% | +1,181.5% | +394.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling