+6,644.6%
CRS vs WWD
+15,408.5%
-8,764.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -0.2% | +1.3% | -1.5% | -0.9% |
| 30D | -16.6% | -7.2% | -9.5% | -13.2% |
| 3M | -3.5% | -3.8% | +0.4% | -1.3% |
| 6M | +15.4% | -9.9% | +25.3% | +22.6% |
| YTD | +51.2% | +14.8% | +36.4% | +40.9% |
| 1Y | +98.3% | +42.1% | +56.2% | +65.1% |
| 3Y | +651.5% | +170.8% | +480.8% | +346.8% |
| 5Y | +1,411.1% | +197.5% | +1,213.6% | +759.1% |
| 10Y | +1,424.3% | +477.8% | +946.5% | +556.3% |
| All | +6,644.6% | +15,408.5% | -8,764.0% | +1,282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling