-19.8%
WY vs CRL
-37.6%
+17.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.2% |
| 7D | -1.7% | -4.6% | +2.9% | -0.6% |
| 30D | -9.9% | +0.5% | -10.3% | -10.0% |
| 3M | -7.5% | +46.6% | -54.1% | -16.2% |
| 6M | -5.1% | +57.3% | -62.4% | -16.3% |
| YTD | -2.1% | +39.5% | -41.6% | -11.5% |
| 1Y | -7.3% | +76.9% | -84.2% | -21.8% |
| 3Y | -22.6% | +39.4% | -62.0% | -33.3% |
| 5Y | -19.8% | -37.2% | +17.4% | -25.8% |
| All | -19.8% | -37.6% | +17.8% | -25.8% |
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