+4,152.6%
CRS vs WWD
+14,767.1%
-10,614.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.7% |
| 7D | +7.4% | +8.2% | -0.7% | +3.0% |
| 30D | -21.2% | -0.2% | -21.0% | -20.5% |
| 3M | -43.3% | -8.4% | -34.9% | -40.1% |
| 6M | -29.4% | -9.5% | -19.9% | -24.9% |
| YTD | -4.7% | +10.1% | -14.7% | -8.4% |
| 1Y | -9.6% | +21.6% | -31.2% | -18.1% |
| 3Y | +355.5% | +149.6% | +205.9% | +185.0% |
| 5Y | +826.6% | +191.3% | +635.3% | +436.8% |
| 10Y | +846.1% | +455.2% | +391.0% | +318.3% |
| All | +4,152.6% | +14,767.1% | -10,614.5% | +798.6% |
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