+5,648.9%
CRM vs WCC
+1,970.3%
+3,678.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.6% |
| 7D | -8.1% | +1.7% | -9.8% | -8.7% |
| 30D | +23.1% | -6.1% | +29.1% | +25.1% |
| 3M | +42.5% | +3.1% | +39.5% | +38.2% |
| 6M | +25.3% | +28.2% | -2.9% | +10.3% |
| YTD | -7.8% | +41.1% | -48.9% | -22.2% |
| 1Y | +1.0% | +61.3% | -60.3% | -19.3% |
| 3Y | +10.0% | +123.6% | -113.7% | -26.9% |
| 5Y | -3.9% | +214.8% | -218.7% | -46.2% |
| 10Y | +233.2% | +513.6% | -280.5% | +21.5% |
| All | +5,648.9% | +1,970.3% | +3,678.7% | +2,150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling