+170.0%
WWD vs CRL
+42.4%
+127.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.4% |
| 7D | +1.3% | -1.0% | +2.3% | +1.5% |
| 30D | -7.2% | +10.7% | -17.8% | -8.9% |
| 3M | -3.8% | +55.3% | -59.1% | -11.5% |
| 6M | -9.9% | +60.7% | -70.6% | -18.0% |
| YTD | +14.8% | +44.6% | -29.8% | +5.9% |
| 1Y | +42.1% | +77.7% | -35.7% | +25.8% |
| All | +170.0% | +42.4% | +127.5% | +136.4% |
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