+2,704.4%
CRM vs WU
-22.8%
+2,727.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -8.1% | -5.0% | -3.1% | -5.9% |
| 30D | +23.1% | -2.3% | +25.3% | +24.2% |
| 3M | +42.5% | -3.2% | +45.8% | +41.8% |
| 6M | +25.3% | -25.0% | +50.3% | +40.0% |
| YTD | -7.8% | -21.7% | +13.9% | +0.8% |
| 1Y | +1.0% | -9.0% | +10.0% | +1.8% |
| 3Y | +10.0% | -28.9% | +38.9% | +20.3% |
| 5Y | -3.9% | -51.0% | +47.1% | +22.3% |
| 10Y | +233.2% | -40.1% | +273.2% | +257.2% |
| All | +2,704.4% | -22.8% | +2,727.2% | +2,228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling