+140.0%
WBD vs CRH
-14.7%
+154.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.9% |
| 7D | -1.8% | -1.7% | -0.1% | -1.5% |
| 30D | +8.8% | -5.4% | +14.1% | +9.8% |
| 3M | +4.6% | -11.2% | +15.8% | +6.9% |
| 6M | +1.1% | -15.8% | +16.9% | +4.7% |
| YTD | -2.0% | -23.6% | +21.6% | +4.2% |
| 1Y | +140.0% | -14.6% | +154.6% | +127.5% |
| All | +140.0% | -14.7% | +154.7% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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