+9,834.6%
CRS vs WSM
+34,818.5%
-24,983.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -3.1% | +2.6% | -5.6% | -3.7% |
| 30D | -19.6% | -9.5% | -10.1% | -17.6% |
| 3M | -8.1% | +12.9% | -21.0% | -10.9% |
| 6M | +18.6% | +23.0% | -4.5% | +12.7% |
| YTD | +45.9% | +28.9% | +16.9% | +36.8% |
| 1Y | +82.5% | +13.7% | +68.8% | +76.1% |
| 3Y | +648.9% | +232.6% | +416.3% | +438.6% |
| 5Y | +1,438.1% | +185.9% | +1,252.3% | +1,021.1% |
| 10Y | +1,327.0% | +998.6% | +328.4% | +641.8% |
| All | +9,834.6% | +34,818.5% | -24,983.9% | +3,133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling