+94.1%
CRH vs WWD
+184.1%
-90.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.4% |
| 7D | -6.1% | -2.6% | -3.5% | -5.0% |
| 30D | -9.3% | -6.9% | -2.3% | -6.5% |
| 3M | -15.2% | -13.0% | -2.1% | -10.3% |
| 6M | -14.2% | -12.5% | -1.8% | -9.9% |
| YTD | -28.3% | +11.8% | -40.1% | -32.8% |
| 1Y | -21.8% | +41.1% | -62.8% | -34.7% |
| 3Y | +71.6% | +163.1% | -91.4% | +3.3% |
| All | +94.1% | +184.1% | -90.0% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling