+28,547.2%
WM vs CRS
+5,917.0%
+22,630.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +1.2% | -1.7% | +2.9% | +1.4% |
| 30D | +13.1% | -28.8% | +41.9% | +18.3% |
| 3M | +3.6% | -50.0% | +53.6% | +14.4% |
| 6M | +8.1% | -39.2% | +47.3% | +15.0% |
| YTD | +8.9% | -11.4% | +20.3% | +8.2% |
| 1Y | +20.3% | -11.7% | +32.0% | +19.4% |
| 3Y | +46.2% | +319.6% | -273.5% | +7.2% |
| 5Y | +59.9% | +794.8% | -734.9% | -1.5% |
| 10Y | +345.6% | +926.9% | -581.3% | +139.4% |
| All | +28,547.2% | +5,917.0% | +22,630.3% | +9,303.0% |
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