+26,336.4%
WM vs CRS
+10,171.0%
+16,165.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -2.4% | -16.6% | +14.3% | +0.3% |
| 3M | +0.4% | -3.5% | +3.9% | +0.4% |
| 6M | -9.5% | +15.4% | -24.9% | -12.6% |
| YTD | +0.5% | +51.2% | -50.7% | -7.4% |
| 1Y | -1.1% | +98.3% | -99.4% | -13.5% |
| 3Y | +46.0% | +651.5% | -605.5% | -1.8% |
| 5Y | +51.8% | +1,411.1% | -1,359.3% | -13.2% |
| 10Y | +307.5% | +1,424.3% | -1,116.8% | +107.6% |
| All | +26,336.4% | +10,171.0% | +16,165.4% | +7,949.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling