-27.3%
CRM vs WM
+61.9%
-89.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.0% | +3.2% | -1.2% | +0.9% |
| 30D | -7.7% | +13.0% | -20.7% | -11.4% |
| 3M | +8.4% | +9.2% | -0.9% | +5.1% |
| 6M | +31.9% | +13.6% | +18.3% | +26.3% |
| YTD | -17.2% | +12.4% | -29.6% | -20.7% |
| 1Y | -8.6% | +21.2% | -29.8% | -15.0% |
| 3Y | +3.1% | +48.7% | -45.6% | -16.6% |
| All | -27.3% | +61.9% | -89.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling