+5,760.6%
CRM vs GWW
+3,192.0%
+2,568.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.6% |
| 7D | -4.4% | -3.4% | -1.1% | -2.7% |
| 30D | +28.1% | -1.9% | +30.0% | +29.3% |
| 3M | +48.8% | -2.4% | +51.2% | +49.7% |
| 6M | +28.3% | +15.7% | +12.5% | +16.5% |
| YTD | -6.0% | +27.6% | -33.6% | -19.9% |
| 1Y | +1.4% | +27.2% | -25.8% | -13.7% |
| 3Y | +11.8% | +89.7% | -77.8% | -25.2% |
| 5Y | -2.0% | +223.9% | -225.9% | -52.7% |
| 10Y | +239.6% | +567.1% | -327.5% | -7.4% |
| All | +5,760.6% | +3,192.0% | +2,568.6% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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