-10.0%
CRM vs W
+21.5%
-31.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.0% | -8.8% | +1.3% |
| 7D | -6.2% | +8.4% | -14.6% | -6.9% |
| 30D | -1.2% | +16.5% | -17.7% | -2.5% |
| 3M | +19.1% | +6.4% | +12.7% | +18.1% |
| 6M | +23.0% | +90.5% | -67.6% | +16.1% |
| YTD | -13.7% | +23.1% | -36.7% | -17.0% |
| 1Y | -10.0% | +24.3% | -34.3% | -13.5% |
| All | -10.0% | +21.5% | -31.5% | -13.5% |
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