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  • WST vs CRL✓SelectedUSD · CRLWST vs CRL performance historyLatest closeAs of-0.81%09/04
Stock and ETF performance explorer

WST vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,293.1%
CRL return
+1,379.5%
Excess return
+7,913.6%
Maximum drawdown
-59.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-0.8%-1.7%+0.8%-0.3%
7D+0.7%-1.0%+1.8%+1.0%
30D-3.1%+10.7%-13.8%-6.0%
3M+7.2%+55.3%-48.1%-6.2%
6M+36.8%+60.7%-23.8%+17.1%
YTD+23.8%+44.6%-20.8%+9.0%
1Y+37.8%+77.7%-40.0%+13.7%
3Y-15.9%+37.6%-53.5%-28.5%
5Y-25.8%-35.8%+10.0%-23.2%
10Y+319.6%+241.7%+77.9%+177.3%
All+9,293.1%+1,379.5%+7,913.6%+4,810.3%

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