+6,101.6%
CRH vs WST
+12,219.3%
-6,117.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -3.6% | -1.7% | -1.9% | -3.1% |
| 30D | -10.8% | -4.3% | -6.5% | -9.7% |
| 3M | -13.5% | +0.7% | -14.2% | -13.8% |
| 6M | -15.4% | +36.0% | -51.5% | -22.9% |
| YTD | -27.6% | +22.7% | -50.3% | -32.3% |
| 1Y | -18.4% | +34.1% | -52.5% | -25.9% |
| 3Y | +72.5% | -13.6% | +86.1% | +65.5% |
| 5Y | +99.2% | -26.0% | +125.1% | +94.7% |
| 10Y | +257.0% | +335.8% | -78.7% | +92.3% |
| All | +6,101.6% | +12,219.3% | -6,117.7% | +1,645.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling