+62.1%
WM vs CRL
-13.0%
+75.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +1.2% | +8.9% | -7.7% | +0.7% |
| 30D | +15.2% | +14.0% | +1.3% | +14.1% |
| 3M | +8.3% | +19.8% | -11.5% | +6.9% |
| 6M | +13.1% | +102.0% | -88.9% | +7.8% |
| YTD | +12.5% | +70.8% | -58.3% | +8.2% |
| 1Y | +21.8% | +98.7% | -76.9% | +15.7% |
| 3Y | +48.8% | +98.2% | -49.4% | +38.3% |
| 5Y | +62.1% | -11.7% | +73.8% | +69.6% |
| All | +62.1% | -13.0% | +75.1% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling