+245.6%
CRH vs WWD
+498.2%
-252.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.4% |
| 7D | -6.1% | -2.6% | -3.5% | -4.9% |
| 30D | -9.3% | -6.9% | -2.3% | -6.4% |
| 3M | -15.2% | -13.0% | -2.1% | -10.1% |
| 6M | -14.2% | -12.5% | -1.8% | -9.7% |
| YTD | -28.3% | +11.8% | -40.1% | -33.0% |
| 1Y | -21.8% | +41.1% | -62.8% | -34.9% |
| 3Y | +71.6% | +163.1% | -91.4% | +4.0% |
| 5Y | +96.6% | +187.6% | -91.0% | +11.4% |
| All | +245.6% | +498.2% | -252.6% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling