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  • CRM vs WAT✓SelectedUSD · WATCRM vs WAT performance historyLatest closeAs of-0.48%09/10
Stock and ETF performance explorer

CRM vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,648.9%
WAT return
+791.9%
Excess return
+4,857.0%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D-0.5%-0.8%+0.3%-0.1%
7D-8.1%-2.9%-5.2%-6.8%
30D+23.1%-3.2%+26.3%+25.1%
3M+42.5%+10.6%+31.9%+35.4%
6M+25.3%+34.0%-8.7%+7.1%
YTD-7.8%+5.7%-13.5%-12.6%
1Y+1.0%+37.1%-36.0%-16.2%
3Y+10.0%+52.4%-42.4%-18.6%
5Y-3.9%-4.4%+0.5%-11.3%
10Y+233.2%+165.8%+67.4%+69.6%
All+5,648.9%+791.9%+4,857.0%+1,388.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling