+42.8%
WWD vs CRL
+66.2%
-23.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +0.6% | -4.6% | +5.2% | +1.4% |
| 30D | -5.1% | +0.5% | -5.6% | -5.2% |
| 3M | -11.2% | +46.6% | -57.9% | -17.4% |
| 6M | -12.0% | +57.3% | -69.3% | -19.9% |
| YTD | +12.0% | +39.5% | -27.6% | +2.7% |
| 1Y | +42.8% | +76.9% | -34.1% | +24.7% |
| All | +42.8% | +66.2% | -23.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling