-68.9%
CBRS vs WM
+9.6%
-78.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +8.1% |
| 7D | +0.4% | -0.5% | +0.8% | +0.2% |
| 30D | -41.1% | +13.3% | -54.4% | -25.9% |
| 3M | -57.4% | +4.4% | -61.7% | -54.7% |
| All | -68.9% | +9.6% | -78.6% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · Available span rolling