-23.6%
WU vs CRL
+97.9%
-121.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | +11.4% | +11.9% | -0.5% | +8.6% |
| 3M | -6.8% | +20.2% | -27.0% | -10.5% |
| 6M | -14.6% | +107.5% | -122.2% | -26.4% |
| YTD | -20.6% | +69.4% | -90.1% | -29.3% |
| 1Y | -15.4% | +99.7% | -115.1% | -27.3% |
| 3Y | -23.6% | +98.8% | -122.4% | -38.8% |
| All | -23.6% | +97.9% | -121.5% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling