+754.4%
WDC vs CRL
+102.9%
+651.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -16.7% | -1.7% | -15.0% | -16.3% |
| 30D | -27.2% | +14.6% | -41.8% | -29.1% |
| 3M | -34.0% | +24.8% | -58.8% | -37.1% |
| 6M | -39.7% | +94.7% | -134.4% | -48.9% |
| YTD | +68.1% | +73.4% | -5.3% | +46.1% |
| 1Y | +66.3% | +104.7% | -38.3% | +38.1% |
| 3Y | +754.4% | +101.1% | +653.4% | +618.6% |
| All | +754.4% | +102.9% | +651.5% | +618.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling