+7.1%
CRM vs WM
-0.9%
+8.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.9% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +34.3% | -2.4% | +36.7% | +34.7% |
| 3M | +37.7% | +0.4% | +37.3% | +38.7% |
| 6M | +34.9% | -9.5% | +44.4% | +37.9% |
| YTD | -1.6% | +0.5% | -2.1% | 0.0% |
| 1Y | +7.1% | -1.1% | +8.2% | +8.0% |
| All | +7.1% | -0.9% | +8.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling