+8,055.9%
WDC vs CRM
+6,620.2%
+1,435.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.7% |
| 7D | -4.3% | -4.4% | +0.1% | -2.8% |
| 30D | -1.5% | +28.1% | -29.6% | -11.6% |
| 3M | -15.5% | +48.8% | -64.3% | -30.0% |
| 6M | +66.5% | +28.3% | +38.2% | +42.4% |
| YTD | +159.9% | -6.0% | +165.9% | +148.4% |
| 1Y | +366.0% | +1.4% | +364.5% | +330.1% |
| 3Y | +1,285.8% | +11.8% | +1,274.0% | +1,098.7% |
| 5Y | +925.6% | -2.0% | +927.6% | +802.3% |
| 10Y | +1,206.5% | +239.6% | +966.9% | +594.8% |
| All | +8,055.9% | +6,620.2% | +1,435.8% | +1,423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling