+25.0%
WCN vs CRL
-38.6%
+63.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -4.4% | -6.9% | +2.5% | -3.7% |
| 30D | -4.4% | -3.2% | -1.2% | -4.2% |
| 3M | +0.5% | +46.5% | -46.1% | -3.5% |
| 6M | -3.3% | +63.1% | -66.4% | -8.6% |
| YTD | -8.5% | +36.9% | -45.3% | -11.9% |
| 1Y | -8.9% | +78.1% | -87.0% | -15.2% |
| 3Y | +18.0% | +36.7% | -18.6% | +11.0% |
| 5Y | +25.0% | -38.1% | +63.1% | +38.3% |
| All | +25.0% | -38.6% | +63.6% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling