+113.2%
WDC vs CRM
-11.3%
+124.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.0% | -5.9% |
| 7D | -18.3% | -6.2% | -12.1% | -20.2% |
| 30D | -26.7% | -1.2% | -25.5% | -26.8% |
| 3M | -40.9% | +19.1% | -60.1% | -35.5% |
| 6M | -26.8% | +23.0% | -49.7% | -13.4% |
| YTD | +88.2% | -13.7% | +101.9% | +136.6% |
| 1Y | +113.2% | -10.0% | +123.2% | +161.0% |
| All | +113.2% | -11.3% | +124.5% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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