+30.3%
WEC vs CRL
-35.7%
+66.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.6% |
| 7D | -0.3% | -1.0% | +0.8% | -0.2% |
| 30D | -1.3% | +10.7% | -11.9% | -1.8% |
| 3M | -3.9% | +55.3% | -59.2% | -6.0% |
| 6M | -8.3% | +60.7% | -69.0% | -10.6% |
| YTD | +3.1% | +44.6% | -41.6% | +0.9% |
| 1Y | +1.9% | +77.7% | -75.8% | -1.6% |
| 3Y | +41.9% | +37.6% | +4.3% | +37.8% |
| All | +30.3% | -35.7% | +66.0% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling