+6,190.5%
WAB vs CRL
+1,379.5%
+4,811.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -3.2% | -1.0% | -2.2% | -2.9% |
| 30D | -4.4% | +10.7% | -15.1% | -7.5% |
| 3M | +7.9% | +55.3% | -47.4% | -6.5% |
| 6M | +8.7% | +60.7% | -51.9% | -7.9% |
| YTD | +33.0% | +44.6% | -11.6% | +15.6% |
| 1Y | +46.7% | +77.7% | -31.1% | +18.5% |
| 3Y | +153.0% | +37.6% | +115.4% | +107.9% |
| 5Y | +222.3% | -35.8% | +258.1% | +228.9% |
| 10Y | +291.0% | +241.7% | +49.2% | +115.9% |
| All | +6,190.5% | +1,379.5% | +4,811.0% | +2,027.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling