+7,396.9%
WCN vs CRL
+1,647.7%
+5,749.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.2% | +8.9% | -7.7% | -0.3% |
| 30D | +26.4% | +14.0% | +12.5% | +23.1% |
| 3M | +17.5% | +19.8% | -2.3% | +13.3% |
| 6M | +28.7% | +102.0% | -73.3% | +12.8% |
| YTD | +11.5% | +70.8% | -59.3% | -0.3% |
| 1Y | +15.9% | +98.7% | -82.9% | +0.7% |
| 3Y | +51.6% | +98.2% | -46.6% | +26.5% |
| 5Y | +47.9% | -11.7% | +59.6% | +40.8% |
| 10Y | +322.5% | +356.7% | -34.2% | +186.3% |
| All | +7,396.9% | +1,647.7% | +5,749.2% | +3,836.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling