+113.2%
WDC vs CRS
-3.8%
+117.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.6% | -5.2% | -5.9% |
| 7D | -18.3% | +4.3% | -22.6% | -20.4% |
| 30D | -26.7% | -25.5% | -1.2% | -13.7% |
| 3M | -40.9% | -48.7% | +7.8% | -10.8% |
| 6M | -26.8% | -31.6% | +4.9% | -4.5% |
| YTD | +88.2% | -7.0% | +95.2% | +98.8% |
| 1Y | +113.2% | -4.5% | +117.7% | +118.2% |
| All | +113.2% | -3.8% | +117.0% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling