+417.4%
WDC vs CRH
-14.7%
+432.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +4.6% |
| 7D | +1.7% | -1.7% | +3.4% | +2.6% |
| 30D | -10.0% | -5.4% | -4.6% | -7.3% |
| 3M | -18.8% | -11.2% | -7.6% | -13.7% |
| 6M | +79.0% | -15.8% | +94.9% | +95.7% |
| YTD | +171.6% | -23.6% | +195.2% | +212.8% |
| 1Y | +417.4% | -14.6% | +432.0% | +446.4% |
| All | +417.4% | -14.7% | +432.1% | +446.4% |
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