+11.8%
CRM vs WAB
+167.4%
-155.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.8% |
| 7D | -4.4% | +0.1% | -4.6% | -4.5% |
| 30D | +28.1% | -4.1% | +32.2% | +29.0% |
| 3M | +48.8% | +8.2% | +40.7% | +44.7% |
| 6M | +28.3% | +15.4% | +12.9% | +20.3% |
| YTD | -6.0% | +33.1% | -39.2% | -18.3% |
| 1Y | +1.4% | +48.1% | -46.6% | -16.6% |
| 3Y | +11.8% | +167.7% | -155.9% | -28.1% |
| All | +11.8% | +167.4% | -155.6% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling