-32.1%
WY vs CRL
-12.1%
-20.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +10.1% | +11.9% | -1.8% | +6.2% |
| 3M | -15.4% | +20.2% | -35.5% | -20.1% |
| 6M | -8.3% | +107.5% | -115.8% | -25.3% |
| YTD | -9.8% | +69.4% | -79.2% | -23.5% |
| 1Y | -3.9% | +99.7% | -103.6% | -22.3% |
| 3Y | -23.3% | +98.8% | -122.1% | -41.5% |
| All | -32.1% | -12.1% | -20.0% | -31.3% |
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