+238.9%
CRM vs WM
+305.7%
-66.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -2.1% | -2.3% | -3.5% |
| 30D | +28.1% | -5.3% | +33.4% | +31.4% |
| 3M | +48.8% | -2.0% | +50.8% | +50.1% |
| 6M | +28.3% | -8.6% | +36.8% | +33.2% |
| YTD | -6.0% | -1.6% | -4.4% | -6.1% |
| 1Y | +1.4% | -1.2% | +2.6% | +0.8% |
| 3Y | +11.8% | +41.9% | -30.1% | -12.5% |
| 5Y | -2.0% | +49.6% | -51.6% | -26.6% |
| All | +238.9% | +305.7% | -66.8% | +42.1% |
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