+1,401.6%
CRS vs WEC
+30.3%
+1,371.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.0% |
| 7D | -4.1% | -1.3% | -2.8% | -3.8% |
| 30D | -16.6% | -0.4% | -16.2% | -16.5% |
| 3M | -14.3% | -6.8% | -7.5% | -12.8% |
| 6M | +11.6% | -6.4% | +18.0% | +13.3% |
| YTD | +42.6% | +2.5% | +40.1% | +41.0% |
| 1Y | +81.8% | -0.4% | +82.2% | +80.8% |
| 3Y | +632.1% | +38.5% | +593.5% | +540.7% |
| 5Y | +1,401.6% | +31.7% | +1,370.0% | +1,203.9% |
| All | +1,401.6% | +30.3% | +1,371.3% | +1,203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling