+992.6%
WDC vs CRL
-37.4%
+1,030.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.9% |
| 7D | +6.0% | -0.6% | +6.6% | +6.1% |
| 30D | +9.9% | +5.0% | +5.0% | +8.2% |
| 3M | -9.4% | +50.6% | -60.0% | -20.7% |
| 6M | +94.7% | +60.9% | +33.8% | +65.0% |
| YTD | +177.4% | +40.7% | +136.6% | +144.7% |
| 1Y | +412.6% | +73.3% | +339.3% | +319.8% |
| 3Y | +1,359.8% | +40.6% | +1,319.2% | +1,112.6% |
| 5Y | +992.6% | -37.0% | +1,029.5% | +854.0% |
| All | +992.6% | -37.4% | +1,030.0% | +854.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling