+1,416.6%
CRS vs WCC
+228.2%
+1,188.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -0.5% | +6.8% | -7.4% | -3.7% |
| 30D | -18.1% | -3.0% | -15.1% | -17.1% |
| 3M | -12.4% | +0.2% | -12.6% | -13.5% |
| 6M | +15.9% | +33.2% | -17.2% | -0.7% |
| YTD | +45.8% | +45.8% | 0.0% | +18.9% |
| 1Y | +87.8% | +68.4% | +19.4% | +41.8% |
| 3Y | +648.7% | +131.1% | +517.6% | +350.5% |
| 5Y | +1,416.6% | +225.6% | +1,191.0% | +574.0% |
| All | +1,416.6% | +228.2% | +1,188.4% | +574.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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