+1,285.8%
WDC vs CRM
+11.5%
+1,274.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.1% |
| 7D | -4.3% | -4.4% | +0.1% | -4.2% |
| 30D | -1.5% | +28.1% | -29.6% | -2.9% |
| 3M | -15.5% | +48.8% | -64.3% | -18.1% |
| 6M | +66.5% | +28.3% | +38.2% | +64.8% |
| YTD | +159.9% | -6.0% | +165.9% | +186.1% |
| 1Y | +366.0% | +1.4% | +364.5% | +395.3% |
| 3Y | +1,285.8% | +11.8% | +1,274.0% | +1,286.8% |
| All | +1,285.8% | +11.5% | +1,274.3% | +1,286.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling