+217.6%
WAB vs CRL
-6.0%
+223.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.5% | +4.2% |
| 7D | +4.0% | +4.4% | -0.4% | +3.0% |
| 30D | +4.5% | +17.1% | -12.6% | +1.0% |
| 3M | +2.3% | +32.1% | -29.8% | -3.7% |
| 6M | +12.5% | +98.9% | -86.5% | -3.2% |
| YTD | +40.2% | +77.1% | -36.9% | +22.6% |
| 1Y | +45.2% | +110.3% | -65.0% | +22.2% |
| 3Y | +171.8% | +108.5% | +63.3% | +116.4% |
| 5Y | +217.6% | -7.9% | +225.5% | +195.6% |
| All | +217.6% | -6.0% | +223.6% | +195.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling