-10.3%
CRM vs WETO
-99.3%
+88.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -22.4% | +23.0% | +0.4% |
| 7D | -5.0% | -11.9% | +6.9% | -5.0% |
| 30D | -6.2% | -26.0% | +19.8% | -6.3% |
| 3M | +11.7% | -84.2% | +95.9% | +10.0% |
| 6M | +18.7% | -98.3% | +117.1% | +16.1% |
| YTD | -18.3% | -99.1% | +80.8% | -14.8% |
| All | -10.3% | -99.3% | +88.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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