+11.4%
WBD vs CRS
+1,392.1%
-1,380.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.2% |
| 7D | -0.7% | -6.8% | +6.0% | +1.5% |
| 30D | +1.4% | -16.1% | +17.5% | +7.1% |
| 3M | +4.4% | -21.2% | +25.6% | +11.7% |
| 6M | +0.8% | +8.7% | -7.9% | -4.1% |
| YTD | -2.7% | +41.0% | -43.7% | -16.1% |
| 1Y | +73.4% | +82.7% | -9.3% | +34.5% |
| 3Y | +142.1% | +604.8% | -462.6% | +11.0% |
| 5Y | +7.2% | +1,384.7% | -1,377.5% | -63.5% |
| All | +11.4% | +1,392.1% | -1,380.7% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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