-28.9%
WU vs CRL
+38.7%
-67.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -4.9% | -4.6% | -0.3% | -4.1% |
| 30D | -1.3% | +0.5% | -1.8% | -1.4% |
| 3M | -3.6% | +46.6% | -50.2% | -10.6% |
| 6M | -24.3% | +57.3% | -81.6% | -31.2% |
| YTD | -21.1% | +39.5% | -60.6% | -26.7% |
| 1Y | -10.3% | +76.9% | -87.2% | -21.1% |
| All | -28.9% | +38.7% | -67.5% | -38.4% |
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