+5,793.7%
CRM vs WM
+1,207.1%
+4,586.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.6% |
| 7D | -3.5% | -0.9% | -2.6% | -2.9% |
| 30D | +29.3% | -4.3% | +33.6% | +32.6% |
| 3M | +36.8% | +0.8% | +36.1% | +35.7% |
| 6M | +23.9% | -10.8% | +34.6% | +31.6% |
| YTD | -5.5% | -0.1% | -5.4% | -6.6% |
| 1Y | -0.4% | +1.0% | -1.4% | -2.8% |
| 3Y | +12.8% | +45.1% | -32.3% | -16.2% |
| 5Y | -3.5% | +52.1% | -55.6% | -31.4% |
| 10Y | +238.4% | +302.9% | -64.5% | +18.6% |
| All | +5,793.7% | +1,207.1% | +4,586.6% | +870.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling