+821.5%
WMT vs CRM
+6,620.2%
-5,798.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | 0.0% | -4.4% | +4.4% | +0.5% |
| 30D | -7.4% | +28.1% | -35.6% | -10.3% |
| 3M | -10.9% | +48.8% | -59.7% | -15.2% |
| 6M | -12.7% | +28.3% | -40.9% | -15.9% |
| YTD | -3.2% | -6.0% | +2.8% | -3.6% |
| 1Y | +5.3% | +1.4% | +3.8% | +3.6% |
| 3Y | +101.9% | +11.8% | +90.0% | +93.9% |
| 5Y | +134.6% | -2.0% | +136.6% | +124.9% |
| 10Y | +440.4% | +239.6% | +200.7% | +335.9% |
| All | +821.5% | +6,620.2% | -5,798.6% | +403.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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