+61.9%
WM vs CRL
-12.1%
+74.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +13.0% | +11.9% | +1.1% | +12.0% |
| 3M | +9.2% | +20.2% | -10.9% | +7.7% |
| 6M | +13.6% | +107.5% | -93.9% | +8.1% |
| YTD | +12.4% | +69.4% | -57.0% | +8.1% |
| 1Y | +21.2% | +99.7% | -78.5% | +15.1% |
| 3Y | +48.7% | +98.8% | -50.1% | +38.1% |
| All | +61.9% | -12.1% | +74.0% | +69.3% |
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 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