-4.5%
CRS vs WEC
+9.7%
-14.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.4% |
| 7D | +4.3% | +6.9% | -2.6% | +4.5% |
| 30D | -25.5% | +16.6% | -42.1% | -25.9% |
| 3M | -48.7% | +9.1% | -57.8% | -48.3% |
| 6M | -31.6% | +3.2% | -34.8% | -30.4% |
| YTD | -7.0% | +14.9% | -21.9% | -10.6% |
| 1Y | -4.5% | +9.2% | -13.7% | -5.7% |
| All | -4.5% | +9.7% | -14.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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