+4,965.7%
CRM vs WPM
+5,810.9%
-845.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.2% |
| 7D | -8.1% | -3.6% | -4.5% | -7.5% |
| 30D | +23.1% | +12.5% | +10.6% | +20.4% |
| 3M | +42.5% | +40.6% | +1.9% | +33.7% |
| 6M | +25.3% | +0.5% | +24.8% | +23.5% |
| YTD | -7.8% | +29.0% | -36.8% | -13.7% |
| 1Y | +1.0% | +43.8% | -42.8% | -7.7% |
| 3Y | +10.0% | +266.3% | -256.3% | -17.0% |
| 5Y | -3.9% | +255.1% | -259.0% | -28.2% |
| 10Y | +233.2% | +526.8% | -293.6% | +112.9% |
| All | +4,965.7% | +5,810.9% | -845.3% | +1,728.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 all: compounded portfolio wealth divided by compounded WPM 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…
all analysis · Full analysis span regression · 6 months rolling