-4.5%
CRS vs WSM
+44.0%
-48.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.0% | -4.2% |
| 7D | +4.3% | +8.0% | -3.7% | +0.9% |
| 30D | -25.5% | +13.5% | -39.0% | -29.9% |
| 3M | -48.7% | +8.8% | -57.6% | -50.8% |
| 6M | -31.6% | +54.7% | -86.3% | -46.0% |
| YTD | -7.0% | +53.3% | -60.3% | -27.9% |
| 1Y | -4.5% | +41.1% | -45.6% | -22.9% |
| All | -4.5% | +44.0% | -48.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling