+3,764.9%
CRH vs WWD
+15,007.2%
-11,242.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.6% |
| 7D | -6.1% | -2.6% | -3.5% | -5.2% |
| 30D | -9.3% | -6.9% | -2.3% | -7.2% |
| 3M | -15.2% | -13.0% | -2.1% | -11.6% |
| 6M | -14.2% | -12.5% | -1.8% | -10.8% |
| YTD | -28.3% | +11.8% | -40.1% | -31.5% |
| 1Y | -21.8% | +41.1% | -62.8% | -31.0% |
| 3Y | +71.6% | +163.1% | -91.4% | +22.5% |
| 5Y | +96.6% | +187.6% | -91.0% | +34.8% |
| 10Y | +253.8% | +494.6% | -240.7% | +88.3% |
| All | +3,764.9% | +15,007.2% | -11,242.3% | +1,417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling