-10.0%
CRM vs WSM
+44.0%
-54.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.2% | +1.5% |
| 7D | -6.2% | +8.0% | -14.2% | -6.9% |
| 30D | -1.2% | +13.5% | -14.7% | -2.4% |
| 3M | +19.1% | +8.8% | +10.3% | +18.1% |
| 6M | +23.0% | +54.7% | -31.7% | +17.4% |
| YTD | -13.7% | +53.3% | -67.0% | -17.1% |
| 1Y | -10.0% | +41.1% | -51.1% | -10.8% |
| All | -10.0% | +44.0% | -54.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling