+71.6%
CRH vs WST
-11.3%
+82.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -6.1% | +1.8% | -7.9% | -6.3% |
| 30D | -9.3% | -1.7% | -7.6% | -9.1% |
| 3M | -15.2% | +4.9% | -20.1% | -15.8% |
| 6M | -14.2% | +45.5% | -59.7% | -18.7% |
| YTD | -28.3% | +26.1% | -54.4% | -30.9% |
| 1Y | -21.8% | +31.7% | -53.5% | -25.3% |
| 3Y | +71.6% | -12.1% | +83.7% | +76.6% |
| All | +71.6% | -11.3% | +82.9% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 3y: compounded portfolio wealth divided by compounded WST 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…
3y analysis · Full analysis span regression · 6 months rolling