+2,500.7%
WEC vs CRL
+1,630.9%
+869.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.8% | -9.9% | -2.9% |
| 7D | -0.2% | -6.1% | +5.9% | +0.3% |
| 30D | +12.3% | +12.4% | -0.1% | +10.7% |
| 3M | +8.3% | +27.1% | -18.9% | +5.2% |
| 6M | +3.5% | +85.7% | -82.3% | -3.8% |
| YTD | +12.7% | +69.2% | -56.5% | +5.3% |
| 1Y | +8.2% | +97.5% | -89.3% | -0.8% |
| 3Y | +55.9% | +86.1% | -30.2% | +40.2% |
| 5Y | +51.2% | -10.0% | +61.3% | +46.3% |
| 10Y | +177.6% | +395.0% | -217.4% | +111.8% |
| All | +2,500.7% | +1,630.9% | +869.9% | +1,622.0% |
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