+296.4%
WBD vs CRS
+2,292.0%
-1,995.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +0.7% |
| 7D | -0.7% | -3.1% | +2.4% | +0.3% |
| 30D | +5.0% | -19.6% | +24.6% | +12.6% |
| 3M | +6.2% | -8.1% | +14.3% | +8.1% |
| 6M | +0.6% | +18.6% | -18.0% | -7.1% |
| YTD | -2.4% | +45.9% | -48.3% | -16.8% |
| 1Y | +127.7% | +82.5% | +45.2% | +76.6% |
| 3Y | +148.4% | +648.9% | -500.5% | +13.1% |
| 5Y | +4.2% | +1,438.1% | -1,433.9% | -64.3% |
| 10Y | +10.8% | +1,327.0% | -1,316.2% | -66.9% |
| All | +296.4% | +2,292.0% | -1,995.6% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling