-15.0%
CRM vs WETO
-99.4%
+84.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.4% | +1.9% |
| 7D | -4.4% | -4.3% | -0.1% | -4.5% |
| 30D | +28.1% | -39.9% | +68.0% | +27.6% |
| 3M | +48.8% | -97.9% | +146.7% | +48.4% |
| 6M | +28.3% | -95.0% | +123.3% | +27.3% |
| YTD | -6.0% | -97.2% | +91.1% | -7.2% |
| 1Y | +1.4% | -98.9% | +100.3% | -1.5% |
| All | -15.0% | -99.4% | +84.4% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling