-10.0%
CRM vs WWD
+27.2%
-37.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +1.8% |
| 7D | -6.2% | +7.3% | -13.5% | -4.5% |
| 30D | -1.2% | -2.0% | +0.8% | -1.3% |
| 3M | +19.1% | -12.6% | +31.7% | +16.0% |
| 6M | +23.0% | -8.4% | +31.4% | +21.1% |
| YTD | -13.7% | +8.2% | -21.9% | -16.3% |
| 1Y | -10.0% | +26.5% | -36.5% | -16.1% |
| All | -10.0% | +27.2% | -37.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling