+192.5%
WWD vs CRL
-37.4%
+229.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.5% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | -6.4% | +5.0% | -11.4% | -7.4% |
| 3M | -5.6% | +50.6% | -56.2% | -13.7% |
| 6M | -9.1% | +60.9% | -70.0% | -18.5% |
| YTD | +12.5% | +40.7% | -28.2% | +3.2% |
| 1Y | +41.3% | +73.3% | -32.0% | +23.6% |
| 3Y | +170.2% | +40.6% | +129.7% | +135.3% |
| 5Y | +192.5% | -37.0% | +229.5% | +169.0% |
| All | +192.5% | -37.4% | +229.9% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling