+5,760.6%
CRM vs WTW
+423.7%
+5,336.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -5.7% | +1.3% | -1.6% |
| 30D | +28.1% | -7.3% | +35.4% | +32.8% |
| 3M | +48.8% | +21.5% | +27.4% | +34.8% |
| 6M | +28.3% | +9.6% | +18.6% | +21.7% |
| YTD | -6.0% | -3.3% | -2.7% | -6.1% |
| 1Y | +1.4% | -6.1% | +7.6% | +2.5% |
| 3Y | +11.8% | +61.8% | -50.0% | -16.5% |
| 5Y | -2.0% | +42.7% | -44.7% | -22.4% |
| 10Y | +239.6% | +197.2% | +42.4% | +78.6% |
| All | +5,760.6% | +423.7% | +5,336.9% | +1,834.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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