+289.9%
WAB vs CRL
+244.4%
+45.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +0.2% | -4.6% | +4.8% | +1.6% |
| 30D | -4.6% | +0.5% | -5.0% | -4.8% |
| 3M | +5.6% | +46.6% | -41.0% | -6.1% |
| 6M | +13.8% | +57.3% | -43.5% | -2.1% |
| YTD | +31.9% | +39.5% | -7.7% | +16.8% |
| 1Y | +48.3% | +76.9% | -28.6% | +21.2% |
| 3Y | +167.1% | +39.4% | +127.8% | +120.4% |
| 5Y | +222.9% | -37.2% | +260.0% | +250.4% |
| 10Y | +289.9% | +253.4% | +36.5% | +92.0% |
| All | +289.9% | +244.4% | +45.5% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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