+94.1%
CRH vs WAT
-3.5%
+97.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -9.3% | -1.9% | -7.4% | -8.6% |
| 3M | -15.2% | +13.5% | -28.7% | -19.2% |
| 6M | -14.2% | +37.2% | -51.4% | -24.3% |
| YTD | -28.3% | +7.5% | -35.8% | -31.1% |
| 1Y | -21.8% | +35.0% | -56.8% | -31.5% |
| 3Y | +71.6% | +55.1% | +16.5% | +33.9% |
| All | +94.1% | -3.5% | +97.6% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…
5y analysis · Full analysis span regression · 6 months rolling