+11.8%
CRM vs WBD
+145.7%
-133.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | +28.1% | +1.4% | +26.7% | +27.9% |
| 3M | +48.8% | +4.4% | +44.4% | +47.9% |
| 6M | +28.3% | +0.8% | +27.4% | +28.1% |
| YTD | -6.0% | -2.7% | -3.3% | -5.7% |
| 1Y | +1.4% | +73.4% | -72.0% | -6.3% |
| 3Y | +11.8% | +142.1% | -130.3% | -6.5% |
| All | +11.8% | +145.7% | -133.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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