+1,350.3%
CRS vs WSM
+175.3%
+1,175.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -6.8% | -0.5% | -6.2% | -6.6% |
| 30D | -16.1% | -7.7% | -8.4% | -13.8% |
| 3M | -21.2% | +3.8% | -24.9% | -22.4% |
| 6M | +8.7% | +22.7% | -14.0% | +1.1% |
| YTD | +41.0% | +28.0% | +13.0% | +28.7% |
| 1Y | +82.7% | +12.7% | +69.9% | +73.5% |
| 3Y | +604.8% | +231.3% | +373.5% | +326.9% |
| All | +1,350.3% | +175.3% | +1,175.0% | +764.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling