+16,192.5%
WDC vs CRL
+1,379.5%
+14,813.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.5% | +6.5% |
| 7D | +1.7% | -1.0% | +2.8% | +2.1% |
| 30D | -10.0% | +10.7% | -20.6% | -13.8% |
| 3M | -18.8% | +55.3% | -74.0% | -32.8% |
| 6M | +79.0% | +60.7% | +18.4% | +43.6% |
| YTD | +171.6% | +44.6% | +126.9% | +126.0% |
| 1Y | +417.4% | +77.7% | +339.6% | +292.3% |
| 3Y | +1,251.8% | +37.6% | +1,214.2% | +954.0% |
| 5Y | +911.7% | -35.8% | +947.5% | +946.0% |
| 10Y | +1,399.6% | +241.7% | +1,157.9% | +658.2% |
| All | +16,192.5% | +1,379.5% | +14,813.0% | +4,861.5% |
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