+18.3%
WCN vs CRL
+38.7%
-20.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -1.7% | -4.6% | +2.9% | -1.5% |
| 30D | -3.0% | +0.5% | -3.5% | -3.0% |
| 3M | +2.5% | +46.6% | -44.1% | +0.1% |
| 6M | -5.7% | +57.3% | -63.0% | -8.5% |
| YTD | -7.4% | +39.5% | -47.0% | -9.6% |
| 1Y | -8.6% | +76.9% | -85.5% | -12.3% |
| All | +18.3% | +38.7% | -20.4% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling