+417.4%
WDC vs CRBG
+3.6%
+413.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.0% |
| 7D | +1.7% | +5.7% | -4.0% | +0.7% |
| 30D | -10.0% | +2.6% | -12.6% | -10.5% |
| 3M | -18.8% | +31.6% | -50.3% | -24.1% |
| 6M | +79.0% | +32.8% | +46.2% | +64.6% |
| YTD | +171.6% | +16.5% | +155.1% | +156.9% |
| 1Y | +417.4% | +6.1% | +411.3% | +390.1% |
| All | +417.4% | +3.6% | +413.8% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling