+245.6%
CRH vs WAB
+296.8%
-51.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.5% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -9.3% | -4.1% | -5.2% | -7.2% |
| 3M | -15.2% | +8.2% | -23.4% | -19.1% |
| 6M | -14.2% | +15.4% | -29.6% | -20.8% |
| YTD | -28.3% | +33.1% | -61.4% | -38.6% |
| 1Y | -21.8% | +48.1% | -69.8% | -36.8% |
| 3Y | +71.6% | +167.7% | -96.1% | +1.5% |
| 5Y | +96.6% | +225.7% | -129.1% | +5.2% |
| All | +245.6% | +296.8% | -51.2% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling