+238.9%
CRM vs WY
+7.6%
+231.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -4.4% | -4.2% | -0.3% | -2.9% |
| 30D | +28.1% | -10.1% | +38.2% | +33.3% |
| 3M | +48.8% | -8.5% | +57.3% | +53.4% |
| 6M | +28.3% | -3.3% | +31.6% | +28.2% |
| YTD | -6.0% | -4.4% | -1.6% | -6.3% |
| 1Y | +1.4% | -11.5% | +12.9% | +4.1% |
| 3Y | +11.8% | -24.3% | +36.2% | +19.7% |
| 5Y | -2.0% | -21.3% | +19.3% | +3.5% |
| All | +238.9% | +7.6% | +231.3% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling