-33.1%
CRS vs WEC
+7.7%
-40.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.4% |
| 7D | +4.8% | +2.3% | +2.4% | +5.5% |
| 30D | -23.2% | +11.1% | -34.2% | -19.8% |
| 3M | -45.5% | +8.4% | -54.0% | -43.2% |
| 6M | -33.1% | +7.5% | -40.6% | -30.4% |
| All | -33.1% | +7.7% | -40.8% | -30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling