-3.9%
CRM vs WST
-24.9%
+21.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.9% |
| 7D | -8.1% | +0.4% | -8.5% | -8.2% |
| 30D | +23.1% | -2.0% | +25.1% | +23.5% |
| 3M | +42.5% | +4.1% | +38.4% | +41.1% |
| 6M | +25.3% | +47.4% | -22.1% | +14.0% |
| YTD | -7.8% | +25.4% | -33.2% | -13.1% |
| 1Y | +1.0% | +35.3% | -34.3% | -6.8% |
| 3Y | +10.0% | -11.7% | +21.7% | +8.0% |
| 5Y | -3.9% | -24.0% | +20.1% | +3.1% |
| All | -3.9% | -24.9% | +21.1% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling