-16.9%
CRH vs WCC
+28.6%
-45.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.8% |
| 7D | -4.8% | +1.7% | -6.4% | -5.3% |
| 30D | -13.1% | -6.1% | -7.1% | -11.4% |
| 3M | -12.0% | +3.1% | -15.1% | -13.4% |
| 6M | -16.9% | +28.2% | -45.1% | -29.8% |
| All | -16.9% | +28.6% | -45.4% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling