+293.4%
WBD vs CRL
+472.1%
-178.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -1.7% | -4.6% | +2.9% | -0.2% |
| 30D | +3.9% | +0.5% | +3.4% | +3.6% |
| 3M | +5.1% | +46.6% | -41.5% | -8.3% |
| 6M | +0.6% | +57.3% | -56.7% | -15.6% |
| YTD | -3.2% | +39.5% | -42.7% | -16.0% |
| 1Y | +127.7% | +76.9% | +50.8% | +80.3% |
| 3Y | +146.6% | +39.4% | +107.2% | +104.2% |
| 5Y | +4.2% | -37.2% | +41.3% | +7.3% |
| 10Y | +13.7% | +253.4% | -239.7% | -39.5% |
| All | +293.4% | +472.1% | -178.7% | +57.8% |
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