+94.1%
CRH vs WST
-23.9%
+118.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -6.1% | +1.8% | -7.9% | -6.4% |
| 30D | -9.3% | -1.7% | -7.6% | -9.0% |
| 3M | -15.2% | +4.9% | -20.1% | -16.2% |
| 6M | -14.2% | +45.5% | -59.7% | -20.9% |
| YTD | -28.3% | +26.1% | -54.4% | -32.1% |
| 1Y | -21.8% | +31.7% | -53.5% | -26.9% |
| 3Y | +71.6% | -12.1% | +83.7% | +67.6% |
| All | +94.1% | -23.9% | +118.1% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling