+330.8%
WM vs CRS
+814.8%
-484.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.7% |
| 7D | +1.2% | +7.4% | -6.2% | +0.5% |
| 30D | +15.2% | -21.2% | +36.5% | +17.2% |
| 3M | +8.3% | -43.3% | +51.6% | +13.5% |
| 6M | +13.1% | -29.4% | +42.5% | +15.6% |
| YTD | +12.5% | -4.7% | +17.2% | +10.8% |
| 1Y | +21.8% | -9.6% | +31.4% | +20.5% |
| 3Y | +48.8% | +355.5% | -306.7% | +18.3% |
| 5Y | +62.1% | +826.6% | -764.5% | +13.3% |
| All | +330.8% | +814.8% | -484.0% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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