+826.6%
CRS vs WWD
+183.1%
+643.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.1% |
| 7D | +7.4% | +8.2% | -0.7% | +0.8% |
| 30D | -21.2% | -0.2% | -21.0% | -20.3% |
| 3M | -43.3% | -8.4% | -34.9% | -38.6% |
| 6M | -29.4% | -9.5% | -19.9% | -23.2% |
| YTD | -4.7% | +10.1% | -14.7% | -11.7% |
| 1Y | -9.6% | +21.6% | -31.2% | -23.5% |
| 3Y | +355.5% | +149.6% | +205.9% | +114.0% |
| 5Y | +826.6% | +191.3% | +635.3% | +268.2% |
| All | +826.6% | +183.1% | +643.5% | +268.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling