+417.4%
WDC vs CRL
+78.8%
+338.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.5% | +6.0% |
| 7D | +1.7% | -1.0% | +2.8% | +1.8% |
| 30D | -10.0% | +10.7% | -20.6% | -11.1% |
| 3M | -18.8% | +55.3% | -74.0% | -24.4% |
| 6M | +79.0% | +60.7% | +18.4% | +63.9% |
| YTD | +171.6% | +44.6% | +126.9% | +160.1% |
| 1Y | +417.4% | +77.7% | +339.6% | +360.8% |
| All | +417.4% | +78.8% | +338.5% | +360.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling