+2,877.5%
CRH vs WAT
+10,610.4%
-7,732.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -4.8% | -2.9% | -1.9% | -4.1% |
| 30D | -13.1% | -3.2% | -9.9% | -12.4% |
| 3M | -12.0% | +10.6% | -22.6% | -14.2% |
| 6M | -16.9% | +34.0% | -50.9% | -22.8% |
| YTD | -29.0% | +5.7% | -34.7% | -30.4% |
| 1Y | -20.3% | +37.1% | -57.4% | -26.8% |
| 3Y | +69.2% | +52.4% | +16.9% | +49.0% |
| 5Y | +94.6% | -4.4% | +99.1% | +89.1% |
| 10Y | +250.3% | +165.8% | +84.5% | +170.5% |
| All | +2,877.5% | +10,610.4% | -7,732.9% | +1,860.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling