+11.8%
CRM vs WWD
+167.6%
-155.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.8% |
| 7D | -4.4% | -2.6% | -1.9% | -4.2% |
| 30D | +28.1% | -6.9% | +35.1% | +29.0% |
| 3M | +48.8% | -13.0% | +61.9% | +50.2% |
| 6M | +28.3% | -12.5% | +40.7% | +28.8% |
| YTD | -6.0% | +11.8% | -17.9% | -12.5% |
| 1Y | +1.4% | +41.1% | -39.6% | -13.2% |
| 3Y | +11.8% | +163.1% | -151.2% | -29.5% |
| All | +11.8% | +167.6% | -155.8% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling