+1,323.2%
CRS vs WSM
+1,071.8%
+251.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -6.8% | -0.5% | -6.2% | -6.6% |
| 30D | -16.1% | -7.7% | -8.4% | -13.4% |
| 3M | -21.2% | +3.8% | -24.9% | -22.6% |
| 6M | +8.7% | +22.7% | -14.0% | 0.0% |
| YTD | +41.0% | +28.0% | +13.0% | +26.8% |
| 1Y | +82.7% | +12.7% | +69.9% | +72.1% |
| 3Y | +604.8% | +231.3% | +373.5% | +291.1% |
| 5Y | +1,384.7% | +177.2% | +1,207.5% | +741.4% |
| All | +1,323.2% | +1,071.8% | +251.5% | +242.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling