+148.4%
WEC vs CRL
+244.4%
-96.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | +0.4% | -4.6% | +5.0% | +0.8% |
| 30D | +0.9% | +0.5% | +0.4% | +0.8% |
| 3M | -5.3% | +46.6% | -51.9% | -8.8% |
| 6M | -6.6% | +57.3% | -63.8% | -10.9% |
| YTD | +3.3% | +39.5% | -36.3% | -0.6% |
| 1Y | +2.1% | +76.9% | -74.8% | -4.4% |
| 3Y | +39.6% | +39.4% | +0.2% | +31.3% |
| 5Y | +31.2% | -37.2% | +68.3% | +36.5% |
| 10Y | +148.4% | +253.4% | -105.0% | +100.6% |
| All | +148.4% | +244.4% | -96.0% | +100.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling