+94.1%
CRH vs WEC
+30.6%
+63.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.9% |
| 6M | -14.2% | -5.4% | -8.8% | -13.1% |
| 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% | +54.7% |
| All | +94.1% | +30.6% | +63.5% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling