+9,982.8%
WDC vs CRL
+1,673.3%
+8,309.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | -16.7% | -1.7% | -15.0% | -16.0% |
| 30D | -27.2% | +14.6% | -41.8% | -30.7% |
| 3M | -34.0% | +24.8% | -58.8% | -39.6% |
| 6M | -39.7% | +94.7% | -134.4% | -54.7% |
| YTD | +68.1% | +73.4% | -5.3% | +30.4% |
| 1Y | +66.3% | +104.7% | -38.3% | +20.3% |
| 3Y | +754.4% | +101.1% | +653.4% | +474.7% |
| 5Y | +595.8% | -10.8% | +606.6% | +535.4% |
| 10Y | +660.4% | +358.8% | +301.6% | +244.1% |
| All | +9,982.8% | +1,673.3% | +8,309.5% | +2,763.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling