+5,648.9%
CRM vs WAT
+791.9%
+4,857.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 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