+7.1%
CRM vs W
+25.7%
-18.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.1% |
| 7D | +1.3% | -4.2% | +5.4% | +1.5% |
| 30D | +34.3% | -7.6% | +41.9% | +35.0% |
| 3M | +37.7% | +37.2% | +0.5% | +34.5% |
| 6M | +34.9% | +26.3% | +8.6% | +32.4% |
| YTD | -1.6% | -1.0% | -0.7% | -3.1% |
| 1Y | +7.1% | +20.1% | -12.9% | +4.6% |
| All | +7.1% | +25.7% | -18.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling