-0.8%
CRM vs WCN
+24.9%
-25.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | -3.1% | -1.3% | -3.0% |
| 30D | +28.1% | -3.4% | +31.5% | +30.2% |
| 3M | +48.8% | +3.0% | +45.9% | +46.8% |
| 6M | +28.3% | -3.8% | +32.0% | +30.1% |
| YTD | -6.0% | -8.3% | +2.3% | -2.4% |
| 1Y | +1.4% | -9.7% | +11.2% | +5.8% |
| 3Y | +11.8% | +17.2% | -5.3% | -4.8% |
| All | -0.8% | +24.9% | -25.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling