+280.5%
WAB vs CRL
+353.6%
-73.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.4% |
| 7D | +4.0% | -1.7% | +5.7% | +4.4% |
| 30D | +6.3% | +14.6% | -8.3% | +1.8% |
| 3M | +3.3% | +24.8% | -21.6% | -3.7% |
| 6M | +14.5% | +94.7% | -80.2% | -7.1% |
| YTD | +42.7% | +73.4% | -30.7% | +18.2% |
| 1Y | +45.2% | +104.7% | -59.5% | +14.2% |
| 3Y | +173.8% | +101.1% | +72.7% | +100.6% |
| 5Y | +223.8% | -10.8% | +234.6% | +212.1% |
| 10Y | +280.5% | +358.8% | -78.3% | +85.5% |
| All | +280.5% | +353.6% | -73.1% | +85.5% |
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