-22.5%
WY vs CRL
+38.7%
-61.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | -1.7% | -4.6% | +2.9% | -0.8% |
| 30D | -9.9% | +0.5% | -10.3% | -10.0% |
| 3M | -7.5% | +46.6% | -54.1% | -15.0% |
| 6M | -5.1% | +57.3% | -62.4% | -14.8% |
| YTD | -2.1% | +39.5% | -41.6% | -10.1% |
| 1Y | -7.3% | +76.9% | -84.2% | -20.0% |
| All | -22.5% | +38.7% | -61.2% | -34.5% |
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