+336.4%
WM vs CRL
+386.8%
-50.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.8% | -9.9% | -3.1% |
| 7D | +1.2% | -6.1% | +7.3% | +1.9% |
| 30D | +13.1% | +12.4% | +0.7% | +10.8% |
| 3M | +3.6% | +27.1% | -23.5% | -0.3% |
| 6M | +8.1% | +85.7% | -77.6% | -1.9% |
| YTD | +8.9% | +69.2% | -60.3% | -0.5% |
| 1Y | +20.3% | +97.5% | -77.2% | +7.2% |
| 3Y | +46.2% | +86.1% | -39.9% | +26.2% |
| 5Y | +59.9% | -10.0% | +69.9% | +59.6% |
| All | +336.4% | +386.8% | -50.3% | +188.8% |
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