+5,648.9%
CRM vs WWD
+3,369.1%
+2,279.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -8.1% | -2.9% | -5.2% | -7.1% |
| 30D | +23.1% | -6.6% | +29.7% | +25.8% |
| 3M | +42.5% | -9.3% | +51.9% | +45.8% |
| 6M | +25.3% | -13.6% | +38.9% | +28.4% |
| YTD | -7.8% | +10.4% | -18.2% | -14.9% |
| 1Y | +1.0% | +39.9% | -38.9% | -15.5% |
| 3Y | +10.0% | +165.0% | -155.1% | -29.7% |
| 5Y | -3.9% | +183.8% | -187.7% | -41.1% |
| 10Y | +233.2% | +486.6% | -253.5% | +35.9% |
| All | +5,648.9% | +3,369.1% | +2,279.8% | +927.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling