+1,323.2%
CRS vs WPM
+558.4%
+764.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.5% |
| 7D | -6.8% | -0.6% | -6.2% | -6.7% |
| 30D | -16.1% | +14.4% | -30.5% | -18.4% |
| 3M | -21.2% | +37.0% | -58.2% | -26.0% |
| 6M | +8.7% | +4.1% | +4.6% | +6.8% |
| YTD | +41.0% | +31.7% | +9.3% | +32.2% |
| 1Y | +82.7% | +44.2% | +38.5% | +68.1% |
| 3Y | +604.8% | +265.5% | +339.3% | +444.2% |
| 5Y | +1,384.7% | +262.5% | +1,122.2% | +1,029.3% |
| All | +1,323.2% | +558.4% | +764.8% | +965.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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