+5,793.7%
CRM vs WST
+4,001.9%
+1,791.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.6% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | +29.3% | -4.6% | +33.9% | +31.5% |
| 3M | +36.8% | +5.7% | +31.1% | +33.1% |
| 6M | +23.9% | +37.6% | -13.7% | +6.5% |
| YTD | -5.5% | +23.0% | -28.5% | -15.2% |
| 1Y | -0.4% | +33.8% | -34.2% | -14.5% |
| 3Y | +12.8% | -13.4% | +26.1% | +3.1% |
| 5Y | -3.5% | -27.0% | +23.5% | -6.9% |
| 10Y | +238.4% | +324.5% | -86.1% | +24.5% |
| All | +5,793.7% | +4,001.9% | +1,791.9% | +600.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling