+11.8%
CRM vs WU
-28.7%
+40.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.8% |
| 7D | -4.4% | -3.5% | -1.0% | -3.7% |
| 30D | +28.1% | -2.9% | +31.1% | +28.9% |
| 3M | +48.8% | -2.3% | +51.1% | +48.0% |
| 6M | +28.3% | -25.4% | +53.6% | +35.6% |
| YTD | -6.0% | -21.2% | +15.2% | -1.8% |
| 1Y | +1.4% | -8.9% | +10.3% | +2.5% |
| 3Y | +11.8% | -29.0% | +40.8% | +17.8% |
| All | +11.8% | -28.7% | +40.6% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling