+94.1%
CRH vs WTW
+42.0%
+52.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -6.1% | -5.7% | -0.3% | -4.1% |
| 30D | -9.3% | -7.3% | -2.0% | -6.9% |
| 3M | -15.2% | +21.5% | -36.7% | -21.5% |
| 6M | -14.2% | +9.6% | -23.8% | -18.0% |
| YTD | -28.3% | -3.3% | -25.0% | -28.0% |
| 1Y | -21.8% | -6.1% | -15.6% | -20.4% |
| 3Y | +71.6% | +61.8% | +9.8% | +25.0% |
| All | +94.1% | +42.0% | +52.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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