-4.5%
CRS vs WWD
+27.2%
-31.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | 0.0% |
| 7D | +4.3% | +7.3% | -3.0% | -1.4% |
| 30D | -25.5% | -2.0% | -23.5% | -23.8% |
| 3M | -48.7% | -12.6% | -36.1% | -43.0% |
| 6M | -31.6% | -8.4% | -23.2% | -26.6% |
| YTD | -7.0% | +8.2% | -15.3% | -7.9% |
| 1Y | -4.5% | +26.5% | -31.0% | -9.9% |
| All | -4.5% | +27.2% | -31.7% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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