+7,331.6%
WCN vs CRL
+1,657.4%
+5,674.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +0.4% | +5.0% | -4.6% | -0.5% |
| 30D | +25.3% | +13.5% | +11.8% | +22.1% |
| 3M | +15.4% | +21.5% | -6.1% | +11.0% |
| 6M | +27.8% | +103.4% | -75.6% | +11.9% |
| YTD | +10.6% | +71.8% | -61.2% | -1.3% |
| 1Y | +15.8% | +97.5% | -81.7% | +0.8% |
| 3Y | +50.3% | +99.2% | -49.0% | +25.3% |
| 5Y | +46.9% | -12.1% | +59.1% | +40.0% |
| 10Y | +318.8% | +359.2% | -40.4% | +183.6% |
| All | +7,331.6% | +1,657.4% | +5,674.2% | +3,798.9% |
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 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