+11.8%
CRM vs WCC
+130.1%
-118.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.5% |
| 7D | -4.4% | +1.5% | -6.0% | -4.6% |
| 30D | +28.1% | -2.1% | +30.3% | +28.3% |
| 3M | +48.8% | +3.8% | +45.0% | +47.1% |
| 6M | +28.3% | +35.0% | -6.7% | +18.3% |
| YTD | -6.0% | +46.4% | -52.4% | -15.8% |
| 1Y | +1.4% | +63.0% | -61.5% | -12.1% |
| 3Y | +11.8% | +133.9% | -122.1% | -17.9% |
| All | +11.8% | +130.1% | -118.2% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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