+916.1%
WDC vs CRM
-1.9%
+918.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.4% |
| 7D | -4.3% | -4.4% | +0.1% | -3.4% |
| 30D | -1.5% | +28.1% | -29.6% | -7.8% |
| 3M | -15.5% | +48.8% | -64.3% | -25.1% |
| 6M | +66.5% | +28.3% | +38.2% | +51.8% |
| YTD | +159.9% | -6.0% | +165.9% | +166.6% |
| 1Y | +366.0% | +1.4% | +364.5% | +360.1% |
| 3Y | +1,285.8% | +11.8% | +1,274.0% | +1,166.9% |
| All | +916.1% | -1.9% | +918.0% | +762.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling