+5,648.9%
CRM vs WAB
+3,249.7%
+2,399.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -8.1% | -0.2% | -7.9% | -8.0% |
| 30D | +23.1% | -5.9% | +28.9% | +26.1% |
| 3M | +42.5% | +9.4% | +33.2% | +35.0% |
| 6M | +25.3% | +13.8% | +11.5% | +15.0% |
| YTD | -7.8% | +31.8% | -39.6% | -21.3% |
| 1Y | +1.0% | +48.5% | -47.5% | -18.6% |
| 3Y | +10.0% | +167.0% | -157.0% | -33.0% |
| 5Y | -3.9% | +222.3% | -226.2% | -46.8% |
| 10Y | +233.2% | +289.6% | -56.5% | +46.1% |
| All | +5,648.9% | +3,249.7% | +2,399.2% | +811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling