+48.9%
WM vs CRS
+1,363.4%
-1,314.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | -2.1% | -6.8% | +4.7% | -1.9% |
| 30D | -5.3% | -16.1% | +10.9% | -4.8% |
| 3M | -2.0% | -21.2% | +19.2% | -1.5% |
| 6M | -8.6% | +8.7% | -17.3% | -9.3% |
| YTD | -1.6% | +41.0% | -42.6% | -3.5% |
| 1Y | -1.2% | +82.7% | -83.9% | -4.4% |
| 3Y | +41.9% | +604.8% | -562.9% | +25.9% |
| All | +48.9% | +1,363.4% | -1,314.5% | +22.7% |
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