-0.8%
CRM vs WEC
+30.6%
-31.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | -4.4% | -0.6% | -3.9% | -4.4% |
| 30D | +28.1% | -2.6% | +30.8% | +28.3% |
| 3M | +48.8% | -6.0% | +54.9% | +49.5% |
| 6M | +28.3% | -5.4% | +33.7% | +28.6% |
| YTD | -6.0% | +2.5% | -8.5% | -7.0% |
| 1Y | +1.4% | -0.7% | +2.2% | +0.8% |
| 3Y | +11.8% | +38.7% | -26.9% | +2.1% |
| All | -0.8% | +30.6% | -31.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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