-10.0%
CRM vs WAT
+32.9%
-42.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.0% |
| 7D | -6.2% | -1.9% | -4.2% | -6.0% |
| 30D | -1.2% | +6.2% | -7.4% | -1.9% |
| 3M | +19.1% | +18.1% | +1.1% | +16.6% |
| 6M | +23.0% | +54.9% | -31.9% | +16.3% |
| YTD | -13.7% | +23.1% | -36.8% | -14.5% |
| 1Y | -10.0% | +27.3% | -37.3% | -13.5% |
| All | -10.0% | +32.9% | -42.9% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling