+328.7%
WM vs CRL
+400.8%
-72.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.5% | -0.5% |
| 7D | -0.5% | +4.4% | -4.8% | -1.2% |
| 30D | +13.3% | +17.1% | -3.8% | +10.5% |
| 3M | +4.4% | +32.1% | -27.7% | -0.1% |
| 6M | +10.8% | +98.9% | -88.1% | -0.4% |
| YTD | +9.1% | +77.1% | -68.1% | -0.9% |
| 1Y | +19.1% | +110.3% | -91.1% | +5.3% |
| 3Y | +45.7% | +108.5% | -62.8% | +23.2% |
| 5Y | +60.4% | -7.9% | +68.3% | +60.2% |
| 10Y | +328.7% | +368.9% | -40.2% | +187.3% |
| All | +328.7% | +400.8% | -72.1% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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