+150.6%
WEC vs CRL
+247.4%
-96.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.3% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | +0.3% | +5.0% | -4.6% | -0.2% |
| 3M | -2.9% | +50.6% | -53.5% | -6.7% |
| 6M | -5.9% | +60.9% | -66.8% | -10.5% |
| YTD | +4.1% | +40.7% | -36.6% | +0.2% |
| 1Y | +3.1% | +73.3% | -70.2% | -3.2% |
| 3Y | +40.8% | +40.6% | +0.2% | +32.3% |
| 5Y | +31.7% | -37.0% | +68.7% | +37.1% |
| All | +150.6% | +247.4% | -96.9% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling