+2,472.5%
CRS vs WPM
+5,967.5%
-3,495.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +2.0% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -16.6% | +26.4% | -43.0% | -22.5% |
| 3M | -3.5% | +20.8% | -24.3% | -9.6% |
| 6M | +15.4% | +1.1% | +14.3% | +13.3% |
| YTD | +51.2% | +32.5% | +18.7% | +35.8% |
| 1Y | +98.3% | +51.5% | +46.8% | +70.2% |
| 3Y | +651.5% | +267.0% | +384.5% | +385.8% |
| 5Y | +1,411.1% | +250.1% | +1,161.0% | +872.9% |
| 10Y | +1,424.3% | +540.4% | +884.0% | +633.1% |
| All | +2,472.5% | +5,967.5% | -3,495.0% | +391.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling