+1,323.2%
CRS vs WWD
+498.2%
+825.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -2.2% |
| 7D | -6.8% | -2.6% | -4.2% | -4.7% |
| 30D | -16.1% | -6.9% | -9.2% | -11.0% |
| 3M | -21.2% | -13.0% | -8.1% | -11.8% |
| 6M | +8.7% | -12.5% | +21.1% | +21.0% |
| YTD | +41.0% | +11.8% | +29.1% | +27.4% |
| 1Y | +82.7% | +41.1% | +41.6% | +35.7% |
| 3Y | +604.8% | +163.1% | +441.7% | +207.0% |
| 5Y | +1,384.7% | +187.6% | +1,197.1% | +489.9% |
| All | +1,323.2% | +498.2% | +825.0% | +205.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling