+228.0%
WAB vs CRL
-37.4%
+265.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.1% |
| 7D | +1.7% | -0.6% | +2.2% | +1.7% |
| 30D | -2.4% | +5.0% | -7.4% | -3.4% |
| 3M | +9.7% | +50.6% | -40.9% | +0.7% |
| 6M | +16.5% | +60.9% | -44.4% | +4.8% |
| YTD | +33.7% | +40.7% | -7.0% | +23.1% |
| 1Y | +49.7% | +73.3% | -23.6% | +31.3% |
| 3Y | +170.9% | +40.6% | +130.4% | +137.6% |
| 5Y | +228.0% | -37.0% | +265.0% | +209.1% |
| All | +228.0% | -37.4% | +265.5% | +209.1% |
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