-21.9%
WU vs CRL
+564.6%
-586.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | -1.1% | +10.7% | -11.8% | -4.1% |
| 3M | -3.9% | +55.3% | -59.1% | -15.8% |
| 6M | -20.7% | +60.7% | -81.3% | -32.0% |
| YTD | -18.4% | +44.6% | -63.0% | -28.3% |
| 1Y | -8.1% | +77.7% | -85.8% | -24.5% |
| 3Y | -24.2% | +37.6% | -61.8% | -36.4% |
| 5Y | -50.4% | -35.8% | -14.6% | -49.0% |
| 10Y | -40.0% | +241.7% | -281.8% | -69.5% |
| All | -21.9% | +564.6% | -586.5% | -72.4% |
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 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