+245.6%
CRH vs WEC
+146.6%
+99.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | -9.3% | -2.6% | -6.6% | -8.7% |
| 3M | -15.2% | -6.0% | -9.2% | -14.0% |
| 6M | -14.2% | -5.4% | -8.8% | -13.2% |
| YTD | -28.3% | +2.5% | -30.7% | -28.8% |
| 1Y | -21.8% | -0.7% | -21.1% | -21.9% |
| 3Y | +71.6% | +38.7% | +32.9% | +56.2% |
| 5Y | +96.6% | +31.7% | +65.0% | +80.7% |
| All | +245.6% | +146.6% | +99.1% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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