+6,220.1%
CRS vs WEC
+4,464.3%
+1,755.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.1% |
| 7D | +4.8% | +2.3% | +2.4% | +3.8% |
| 30D | -23.2% | +11.1% | -34.2% | -27.0% |
| 3M | -45.5% | +8.4% | -54.0% | -47.7% |
| 6M | -33.1% | +7.5% | -40.6% | -35.8% |
| YTD | -7.2% | +15.3% | -22.5% | -13.8% |
| 1Y | -10.0% | +9.7% | -19.8% | -14.6% |
| 3Y | +332.3% | +64.7% | +267.6% | +234.6% |
| 5Y | +801.9% | +57.3% | +744.6% | +606.3% |
| 10Y | +820.9% | +195.9% | +625.1% | +399.1% |
| All | +6,220.1% | +4,464.3% | +1,755.8% | +1,142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling