+245.6%
CRH vs WCC
+541.6%
-296.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.4% |
| 7D | -6.1% | +1.5% | -7.6% | -6.7% |
| 30D | -9.3% | -2.1% | -7.1% | -8.8% |
| 3M | -15.2% | +3.8% | -19.0% | -17.4% |
| 6M | -14.2% | +35.0% | -49.2% | -25.0% |
| YTD | -28.3% | +46.4% | -74.6% | -39.4% |
| 1Y | -21.8% | +63.0% | -84.8% | -37.3% |
| 3Y | +71.6% | +133.9% | -62.3% | +12.8% |
| 5Y | +96.6% | +226.5% | -129.9% | +5.8% |
| All | +245.6% | +541.6% | -296.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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