+295.2%
WBD vs CRH
+580.6%
-285.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -0.7% | -6.1% | +5.3% | +1.6% |
| 30D | +1.4% | -9.3% | +10.7% | +5.1% |
| 3M | +4.4% | -15.2% | +19.6% | +10.6% |
| 6M | +0.8% | -14.2% | +15.0% | +5.5% |
| YTD | -2.7% | -28.3% | +25.5% | +8.6% |
| 1Y | +73.4% | -21.8% | +95.2% | +86.3% |
| 3Y | +142.1% | +71.6% | +70.5% | +88.4% |
| 5Y | +7.2% | +96.6% | -89.4% | -21.1% |
| 10Y | +14.2% | +253.8% | -239.6% | -35.5% |
| All | +295.2% | +580.6% | -285.3% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling