+238.9%
CRM vs WST
+344.2%
-105.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.8% |
| 7D | -4.4% | +1.8% | -6.3% | -5.0% |
| 30D | +28.1% | -1.7% | +29.9% | +28.7% |
| 3M | +48.8% | +4.9% | +43.9% | +46.3% |
| 6M | +28.3% | +45.5% | -17.3% | +12.6% |
| YTD | -6.0% | +26.1% | -32.1% | -13.9% |
| 1Y | +1.4% | +31.7% | -30.3% | -8.9% |
| 3Y | +11.8% | -12.1% | +23.9% | +6.3% |
| 5Y | -2.0% | -23.6% | +21.6% | -3.2% |
| All | +238.9% | +344.2% | -105.3% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling