+1,285.8%
WDC vs CRBG
+122.1%
+1,163.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.6% |
| 7D | -4.3% | +0.6% | -4.9% | -4.6% |
| 30D | -1.5% | +2.6% | -4.1% | -2.8% |
| 3M | -15.5% | +24.0% | -39.5% | -23.8% |
| 6M | +66.5% | +50.5% | +15.9% | +35.7% |
| YTD | +159.9% | +17.1% | +142.7% | +137.0% |
| 1Y | +366.0% | +5.9% | +360.1% | +343.7% |
| 3Y | +1,285.8% | +122.7% | +1,163.1% | +992.1% |
| All | +1,285.8% | +122.1% | +1,163.7% | +992.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling