+59.7%
WM vs CRS
+772.4%
-712.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +1.2% | -1.7% | +2.9% | +1.2% |
| 30D | +13.1% | -28.8% | +41.9% | +13.7% |
| 3M | +3.6% | -50.0% | +53.6% | +5.0% |
| 6M | +8.1% | -39.2% | +47.3% | +8.7% |
| YTD | +8.9% | -11.4% | +20.3% | +7.7% |
| 1Y | +20.3% | -11.7% | +32.0% | +18.9% |
| 3Y | +46.2% | +319.6% | -273.5% | +31.5% |
| All | +59.7% | +772.4% | -712.6% | +35.7% |
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