+261.5%
WAB vs CRL
+350.3%
-88.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +5.1% | +0.1% | +4.9% | +5.0% |
| 30D | +4.0% | +11.9% | -7.9% | +0.3% |
| 3M | +0.1% | +20.2% | -20.1% | -5.7% |
| 6M | +12.8% | +107.5% | -94.8% | -10.2% |
| YTD | +40.1% | +69.4% | -29.3% | +16.8% |
| 1Y | +46.4% | +99.7% | -53.4% | +16.0% |
| 3Y | +167.4% | +98.8% | +68.6% | +96.4% |
| 5Y | +215.0% | -12.4% | +227.5% | +205.1% |
| All | +261.5% | +350.3% | -88.8% | +77.0% |
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