+94.1%
CRH vs WPM
+263.6%
-169.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | -9.3% | +14.4% | -23.7% | -12.3% |
| 3M | -15.2% | +37.0% | -52.2% | -21.6% |
| 6M | -14.2% | +4.1% | -18.3% | -16.1% |
| YTD | -28.3% | +31.7% | -60.0% | -33.7% |
| 1Y | -21.8% | +44.2% | -66.0% | -29.6% |
| 3Y | +71.6% | +265.5% | -193.9% | +17.7% |
| All | +94.1% | +263.6% | -169.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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