-14.8%
CRH vs WWD
+27.2%
-42.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +6.3% |
| 7D | +14.2% | +7.3% | +6.8% | +11.3% |
| 30D | +19.5% | -2.0% | +21.5% | +19.9% |
| 3M | +0.4% | -12.6% | +12.9% | +4.6% |
| 6M | -10.1% | -8.4% | -1.7% | -8.0% |
| YTD | -19.9% | +8.2% | -28.2% | -19.8% |
| 1Y | -14.8% | +26.5% | -41.4% | -18.5% |
| All | -14.8% | +27.2% | -42.0% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling