+6,046.1%
CRH vs WSM
+34,573.3%
-28,527.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -6.1% | -0.5% | -5.5% | -6.0% |
| 30D | -9.3% | -7.7% | -1.6% | -8.0% |
| 3M | -15.2% | +3.8% | -19.0% | -15.7% |
| 6M | -14.2% | +22.7% | -36.9% | -17.0% |
| YTD | -28.3% | +28.0% | -56.3% | -31.1% |
| 1Y | -21.8% | +12.7% | -34.5% | -23.4% |
| 3Y | +71.6% | +231.3% | -159.7% | +38.9% |
| 5Y | +96.6% | +177.2% | -80.6% | +60.4% |
| 10Y | +253.8% | +1,065.8% | -811.9% | +125.7% |
| All | +6,046.1% | +34,573.3% | -28,527.2% | +3,149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 all: compounded portfolio wealth divided by compounded WSM 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…
all analysis · Full analysis span regression · 6 months rolling