-14.6%
CRH vs WETO
-98.9%
+84.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -20.8% | +23.2% | +2.3% |
| 7D | -1.7% | -55.4% | +53.8% | -2.1% |
| 30D | -5.4% | -48.5% | +43.1% | -5.0% |
| 3M | -11.2% | -97.5% | +86.3% | -10.6% |
| 6M | -15.8% | -94.2% | +78.4% | -16.1% |
| YTD | -23.6% | -97.0% | +73.4% | -23.0% |
| 1Y | -14.6% | -98.9% | +84.3% | -12.3% |
| All | -14.6% | -98.9% | +84.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling