+642.9%
WDC vs CRS
+790.4%
-147.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -3.8% |
| 7D | +12.1% | +4.8% | +7.3% | +9.9% |
| 30D | -18.8% | -23.2% | +4.4% | -9.1% |
| 3M | -39.3% | -45.5% | +6.2% | -20.7% |
| 6M | -40.1% | -33.1% | -7.0% | -28.1% |
| YTD | +71.8% | -7.2% | +79.0% | +76.9% |
| 1Y | +88.5% | -10.0% | +98.5% | +97.1% |
| 3Y | +770.0% | +332.3% | +437.7% | +319.3% |
| 5Y | +549.0% | +801.9% | -252.8% | +103.9% |
| All | +642.9% | +790.4% | -147.6% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling