+115.6%
CRBG vs WSM
+258.1%
-142.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +2.6% | -7.7% | +10.4% | +4.8% |
| 3M | +24.0% | +3.8% | +20.2% | +22.4% |
| 6M | +50.5% | +22.7% | +27.8% | +41.8% |
| YTD | +17.1% | +28.0% | -10.9% | +9.4% |
| 1Y | +5.9% | +12.7% | -6.8% | +1.7% |
| 3Y | +122.7% | +231.3% | -108.5% | +57.9% |
| All | +115.6% | +258.1% | -142.4% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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