+801.7%
CRS vs WWD
+439.4%
+362.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.2% |
| 7D | +4.8% | +4.0% | +0.8% | +1.7% |
| 30D | -23.2% | +0.4% | -23.6% | -22.6% |
| 3M | -45.5% | -7.9% | -37.6% | -41.2% |
| 6M | -33.1% | -10.6% | -22.5% | -26.4% |
| YTD | -7.2% | +9.4% | -16.6% | -13.8% |
| 1Y | -10.0% | +25.7% | -35.8% | -26.3% |
| 3Y | +332.3% | +148.5% | +183.8% | +100.3% |
| 5Y | +801.9% | +189.5% | +612.4% | +261.4% |
| All | +801.7% | +439.4% | +362.4% | +137.9% |
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 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