-0.8%
CRM vs WAT
-3.5%
+2.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.4% |
| 7D | -4.4% | -0.3% | -4.2% | -4.3% |
| 30D | +28.1% | -1.9% | +30.0% | +29.1% |
| 3M | +48.8% | +13.5% | +35.3% | +42.2% |
| 6M | +28.3% | +37.2% | -9.0% | +13.6% |
| YTD | -6.0% | +7.5% | -13.5% | -9.5% |
| 1Y | +1.4% | +35.0% | -33.6% | -11.0% |
| 3Y | +11.8% | +55.1% | -43.2% | -13.1% |
| All | -0.8% | -3.5% | +2.6% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling