+10,823.4%
WDC vs CRL
+1,657.4%
+9,166.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.9% | +9.2% | +8.7% |
| 7D | -3.2% | +5.0% | -8.3% | -5.0% |
| 30D | -19.0% | +13.5% | -32.6% | -22.7% |
| 3M | -28.4% | +21.5% | -50.0% | -33.8% |
| 6M | -39.2% | +103.4% | -142.7% | -55.1% |
| YTD | +82.1% | +71.8% | +10.3% | +41.7% |
| 1Y | +84.7% | +97.5% | -12.9% | +35.5% |
| 3Y | +825.6% | +99.2% | +726.4% | +524.7% |
| 5Y | +608.2% | -12.1% | +620.3% | +550.4% |
| 10Y | +695.1% | +359.2% | +335.9% | +259.7% |
| All | +10,823.4% | +1,657.4% | +9,166.0% | +3,012.3% |
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