+61.9%
WM vs CRS
+800.5%
-738.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | -0.1% |
| 7D | +3.2% | +4.8% | -1.6% | +3.1% |
| 30D | +13.0% | -23.2% | +36.2% | +13.4% |
| 3M | +9.2% | -45.5% | +54.7% | +10.5% |
| 6M | +13.6% | -33.1% | +46.8% | +14.0% |
| YTD | +12.4% | -7.2% | +19.6% | +11.0% |
| 1Y | +21.2% | -10.0% | +31.2% | +19.9% |
| 3Y | +48.7% | +332.3% | -283.6% | +33.6% |
| All | +61.9% | +800.5% | -738.7% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling