+5,648.9%
CRM vs WEC
+1,201.3%
+4,447.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -8.1% | -1.3% | -6.8% | -7.6% |
| 30D | +23.1% | -0.4% | +23.4% | +23.0% |
| 3M | +42.5% | -6.8% | +49.3% | +46.4% |
| 6M | +25.3% | -6.4% | +31.7% | +27.7% |
| YTD | -7.8% | +2.5% | -10.3% | -10.0% |
| 1Y | +1.0% | -0.4% | +1.4% | -0.5% |
| 3Y | +10.0% | +38.5% | -28.5% | -9.2% |
| 5Y | -3.9% | +31.7% | -35.6% | -20.2% |
| 10Y | +233.2% | +146.6% | +86.6% | +72.6% |
| All | +5,648.9% | +1,201.3% | +4,447.7% | +716.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling