+474.4%
WWD vs CRL
+249.3%
+225.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.5% | -0.8% |
| 7D | -2.9% | -6.9% | +4.1% | -0.6% |
| 30D | -6.6% | -3.2% | -3.4% | -5.8% |
| 3M | -9.3% | +46.5% | -55.9% | -20.7% |
| 6M | -13.6% | +63.1% | -76.7% | -27.8% |
| YTD | +10.4% | +36.9% | -26.5% | -3.1% |
| 1Y | +39.9% | +78.1% | -38.2% | +11.4% |
| 3Y | +165.0% | +36.7% | +128.4% | +114.3% |
| 5Y | +183.8% | -38.1% | +221.9% | +214.5% |
| All | +474.4% | +249.3% | +225.0% | +170.0% |
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