+5,760.6%
CRM vs WSM
+2,185.9%
+3,574.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | -4.4% | -0.5% | -3.9% | -4.3% |
| 30D | +28.1% | -7.7% | +35.9% | +31.4% |
| 3M | +48.8% | +3.8% | +45.1% | +46.7% |
| 6M | +28.3% | +22.7% | +5.6% | +18.8% |
| YTD | -6.0% | +28.0% | -34.0% | -14.6% |
| 1Y | +1.4% | +12.7% | -11.3% | -4.3% |
| 3Y | +11.8% | +231.3% | -219.4% | -31.9% |
| 5Y | -2.0% | +177.2% | -179.2% | -38.9% |
| 10Y | +239.6% | +1,065.8% | -826.1% | +9.4% |
| All | +5,760.6% | +2,185.9% | +3,574.7% | +954.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling