-8.5%
WCN vs CRL
+78.8%
-87.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -0.6% | -1.0% | +0.4% | -0.6% |
| 30D | +0.4% | +10.7% | -10.2% | +0.1% |
| 3M | +7.3% | +55.3% | -48.0% | +5.3% |
| 6M | -2.5% | +60.7% | -63.2% | -4.3% |
| YTD | -5.4% | +44.6% | -50.0% | -6.6% |
| 1Y | -8.5% | +77.7% | -86.2% | -11.7% |
| All | -8.5% | +78.8% | -87.3% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling