+234.7%
WCN vs CRL
+256.1%
-21.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -3.1% | -3.5% | +0.4% | -2.5% |
| 30D | -3.4% | -2.1% | -1.2% | -3.1% |
| 3M | +3.0% | +48.0% | -45.0% | -3.9% |
| 6M | -3.8% | +64.7% | -68.5% | -12.7% |
| YTD | -8.3% | +39.5% | -47.8% | -14.5% |
| 1Y | -9.7% | +74.2% | -83.9% | -19.5% |
| 3Y | +17.2% | +39.4% | -22.2% | +4.7% |
| 5Y | +25.3% | -36.9% | +62.2% | +34.3% |
| All | +234.7% | +256.1% | -21.4% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling