-40.7%
WU vs CRL
+249.3%
-290.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -5.0% | -6.9% | +2.0% | -3.5% |
| 30D | -2.3% | -3.2% | +0.9% | -1.7% |
| 3M | -3.2% | +46.5% | -49.8% | -11.1% |
| 6M | -25.0% | +63.1% | -88.1% | -33.2% |
| YTD | -21.7% | +36.9% | -58.5% | -27.8% |
| 1Y | -9.0% | +78.1% | -87.1% | -21.2% |
| 3Y | -28.9% | +36.7% | -65.6% | -37.3% |
| 5Y | -51.0% | -38.1% | -12.9% | -49.8% |
| All | -40.7% | +249.3% | -290.0% | -62.3% |
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 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