+238.9%
CRM vs WAB
+296.8%
-57.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.6% |
| 7D | -4.4% | +0.1% | -4.6% | -4.5% |
| 30D | +28.1% | -4.1% | +32.2% | +29.6% |
| 3M | +48.8% | +8.2% | +40.7% | +43.7% |
| 6M | +28.3% | +15.4% | +12.9% | +20.0% |
| YTD | -6.0% | +33.1% | -39.2% | -16.8% |
| 1Y | +1.4% | +48.1% | -46.6% | -13.7% |
| 3Y | +11.8% | +167.7% | -155.9% | -22.8% |
| 5Y | -2.0% | +225.7% | -227.7% | -36.8% |
| All | +238.9% | +296.8% | -57.9% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling