+1,394.6%
WDC vs CRS
+636.8%
+757.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +7.5% | -0.5% | +8.0% | +7.6% |
| 30D | +10.1% | -18.1% | +28.2% | +19.3% |
| 3M | -6.8% | -12.4% | +5.6% | -0.7% |
| 6M | +84.1% | +15.9% | +68.2% | +77.1% |
| YTD | +180.3% | +45.8% | +134.4% | +148.7% |
| 1Y | +411.1% | +87.8% | +323.3% | +317.3% |
| All | +1,394.6% | +636.8% | +757.8% | +834.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling