+197.9%
WEC vs CRL
+350.3%
-152.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +11.1% | +11.9% | -0.8% | +9.7% |
| 3M | +8.4% | +20.2% | -11.7% | +6.3% |
| 6M | +7.5% | +107.5% | -100.0% | -0.1% |
| YTD | +15.3% | +69.4% | -54.1% | +8.8% |
| 1Y | +9.7% | +99.7% | -90.0% | +1.7% |
| 3Y | +64.7% | +98.8% | -34.1% | +48.4% |
| 5Y | +57.3% | -12.4% | +69.7% | +57.3% |
| All | +197.9% | +350.3% | -152.4% | +138.8% |
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