+1,188.5%
WDC vs CRM
+241.6%
+947.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.7% |
| 7D | -4.3% | -4.4% | +0.1% | -2.9% |
| 30D | -1.5% | +28.1% | -29.6% | -11.7% |
| 3M | -15.5% | +48.8% | -64.3% | -30.3% |
| 6M | +66.5% | +28.3% | +38.2% | +42.3% |
| YTD | +159.9% | -6.0% | +165.9% | +154.0% |
| 1Y | +366.0% | +1.4% | +364.5% | +336.1% |
| 3Y | +1,285.8% | +11.8% | +1,274.0% | +1,084.1% |
| 5Y | +925.6% | -2.0% | +927.6% | +787.5% |
| All | +1,188.5% | +241.6% | +947.0% | +425.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling