+115.6%
CRBG vs WPM
+412.7%
-297.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +1.2% |
| 7D | +0.6% | -0.6% | +1.1% | +0.6% |
| 30D | +2.6% | +14.4% | -11.8% | +1.0% |
| 3M | +24.0% | +37.0% | -13.0% | +19.6% |
| 6M | +50.5% | +4.1% | +46.4% | +48.4% |
| YTD | +17.1% | +31.7% | -14.6% | +12.7% |
| 1Y | +5.9% | +44.2% | -38.3% | +0.8% |
| 3Y | +122.7% | +265.5% | -142.8% | +87.3% |
| All | +115.6% | +412.7% | -297.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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