+3.1%
CRM vs WM
+48.6%
-45.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.0% | +3.2% | -1.2% | +1.5% |
| 30D | -7.7% | +13.0% | -20.7% | -9.3% |
| 3M | +8.4% | +9.2% | -0.9% | +6.9% |
| 6M | +31.9% | +13.6% | +18.3% | +29.9% |
| YTD | -17.2% | +12.4% | -29.6% | -18.3% |
| 1Y | -8.6% | +21.2% | -29.8% | -10.7% |
| 3Y | +3.1% | +48.7% | -45.6% | -10.5% |
| All | +3.1% | +48.6% | -45.5% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling