+10,391.5%
WWD vs CRL
+1,657.4%
+8,734.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +3.7% | +5.0% | -1.3% | +2.0% |
| 30D | +1.8% | +13.5% | -11.7% | -3.0% |
| 3M | -5.0% | +21.5% | -26.5% | -11.9% |
| 6M | -8.4% | +103.4% | -111.8% | -29.9% |
| YTD | +12.3% | +71.8% | -59.5% | -10.3% |
| 1Y | +26.2% | +97.5% | -71.3% | -4.1% |
| 3Y | +154.6% | +99.2% | +55.3% | +77.3% |
| 5Y | +195.3% | -12.1% | +207.4% | +168.5% |
| 10Y | +466.3% | +359.2% | +107.1% | +162.0% |
| All | +10,391.5% | +1,657.4% | +8,734.1% | +3,150.7% |
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 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