+2,277.9%
WEC vs CRL
+1,379.5%
+898.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | -0.3% | -1.0% | +0.8% | -0.2% |
| 30D | -1.3% | +10.7% | -11.9% | -2.4% |
| 3M | -3.9% | +55.3% | -59.2% | -8.5% |
| 6M | -8.3% | +60.7% | -69.0% | -13.4% |
| YTD | +3.1% | +44.6% | -41.6% | -1.8% |
| 1Y | +1.9% | +77.7% | -75.8% | -5.4% |
| 3Y | +41.9% | +37.6% | +4.3% | +32.5% |
| 5Y | +30.8% | -35.8% | +66.6% | +31.8% |
| 10Y | +141.9% | +241.7% | -99.8% | +92.9% |
| All | +2,277.9% | +1,379.5% | +898.4% | +1,505.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling