+10,629.2%
WWD vs CRL
+1,379.5%
+9,249.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.6% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | -7.2% | +10.7% | -17.8% | -10.6% |
| 3M | -3.8% | +55.3% | -59.1% | -18.3% |
| 6M | -9.9% | +60.7% | -70.6% | -25.1% |
| YTD | +14.8% | +44.6% | -29.8% | -1.9% |
| 1Y | +42.1% | +77.7% | -35.7% | +12.0% |
| 3Y | +170.8% | +37.6% | +133.2% | +116.7% |
| 5Y | +197.5% | -35.8% | +233.3% | +203.6% |
| 10Y | +477.8% | +241.7% | +236.1% | +198.3% |
| All | +10,629.2% | +1,379.5% | +9,249.7% | +3,454.0% |
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 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