+49.3%
WM vs CRL
+72.9%
-23.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.2% | +1.3% |
| 7D | +4.5% | -16.8% | +21.3% | +4.9% |
| 30D | +16.1% | +2.6% | +13.4% | +15.7% |
| 3M | +8.0% | +20.1% | -12.0% | +7.2% |
| 6M | +8.4% | +68.8% | -60.4% | +6.3% |
| YTD | +11.2% | +56.9% | -45.7% | +9.3% |
| 1Y | +22.3% | +86.7% | -64.3% | +19.3% |
| All | +49.3% | +72.9% | -23.6% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling