+7.1%
CRM vs WETO
-98.9%
+106.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -20.8% | +18.8% | -2.2% |
| 7D | +1.3% | -55.4% | +56.7% | +0.5% |
| 30D | +34.3% | -48.5% | +82.8% | +33.4% |
| 3M | +37.7% | -97.5% | +135.2% | +39.0% |
| 6M | +34.9% | -94.2% | +129.1% | +31.3% |
| YTD | -1.6% | -97.0% | +95.4% | -1.5% |
| 1Y | +7.1% | -98.9% | +106.0% | +5.8% |
| All | +7.1% | -98.9% | +106.0% | +5.8% |
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