+238.9%
CRM vs WU
-39.1%
+278.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.7% |
| 7D | -4.4% | -3.5% | -1.0% | -3.3% |
| 30D | +28.1% | -2.9% | +31.1% | +29.4% |
| 3M | +48.8% | -2.3% | +51.1% | +47.8% |
| 6M | +28.3% | -25.4% | +53.6% | +39.9% |
| YTD | -6.0% | -21.2% | +15.2% | +0.5% |
| 1Y | +1.4% | -8.9% | +10.3% | +2.2% |
| 3Y | +11.8% | -29.0% | +40.8% | +20.5% |
| 5Y | -2.0% | -50.7% | +48.7% | +19.6% |
| All | +238.9% | -39.1% | +278.0% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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