+916.1%
WDC vs CRS
+1,363.4%
-447.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.5% |
| 7D | -4.3% | -6.8% | +2.5% | -1.6% |
| 30D | -1.5% | -16.1% | +14.6% | +5.9% |
| 3M | -15.5% | -21.2% | +5.7% | -6.4% |
| 6M | +66.5% | +8.7% | +57.8% | +62.9% |
| YTD | +159.9% | +41.0% | +118.9% | +130.1% |
| 1Y | +366.0% | +82.7% | +283.3% | +273.2% |
| 3Y | +1,285.8% | +604.8% | +681.0% | +552.6% |
| All | +916.1% | +1,363.4% | -447.3% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling