+113.2%
WDC vs CRH
-13.9%
+127.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.6% | -12.4% | -8.7% |
| 7D | -18.3% | +14.2% | -32.5% | -23.1% |
| 30D | -26.7% | +19.5% | -46.2% | -32.5% |
| 3M | -40.9% | +0.4% | -41.3% | -40.7% |
| 6M | -26.8% | -10.1% | -16.6% | -21.5% |
| YTD | +88.2% | -19.9% | +108.1% | +112.7% |
| 1Y | +113.2% | -14.8% | +128.0% | +129.9% |
| All | +113.2% | -13.9% | +127.1% | +129.9% |
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 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