+242.7%
WY vs CRL
+1,379.5%
-1,136.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | -10.1% | +10.7% | -20.7% | -13.1% |
| 3M | -5.1% | +55.3% | -60.4% | -18.5% |
| 6M | -4.8% | +60.7% | -65.4% | -20.2% |
| YTD | -0.2% | +44.6% | -44.9% | -14.2% |
| 1Y | -6.6% | +77.7% | -84.4% | -25.5% |
| 3Y | -22.7% | +37.6% | -60.4% | -36.7% |
| 5Y | -22.2% | -35.8% | +13.6% | -20.1% |
| 10Y | +7.3% | +241.7% | -234.5% | -38.4% |
| All | +242.7% | +1,379.5% | -1,136.8% | +34.7% |
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