+205.1%
CRM vs WM
+330.8%
-125.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.0% | +3.2% | -1.2% | +0.4% |
| 30D | -7.7% | +13.0% | -20.7% | -13.1% |
| 3M | +8.4% | +9.2% | -0.9% | +3.6% |
| 6M | +31.9% | +13.6% | +18.3% | +23.4% |
| YTD | -17.2% | +12.4% | -29.6% | -22.5% |
| 1Y | -8.6% | +21.2% | -29.8% | -17.8% |
| 3Y | +3.1% | +48.7% | -45.6% | -20.1% |
| 5Y | -27.6% | +61.9% | -89.5% | -47.4% |
| All | +205.1% | +330.8% | -125.7% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling