+73.4%
WBD vs CRH
-20.2%
+93.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -0.7% | -6.1% | +5.3% | -0.1% |
| 30D | +1.4% | -9.3% | +10.7% | +2.4% |
| 3M | +4.4% | -15.2% | +19.6% | +6.2% |
| 6M | +0.8% | -14.2% | +15.0% | +2.0% |
| YTD | -2.7% | -28.3% | +25.5% | +0.6% |
| 1Y | +73.4% | -21.8% | +95.2% | +77.7% |
| All | +73.4% | -20.2% | +93.6% | +77.7% |
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