+1,285.8%
WDC vs CRH
+70.5%
+1,215.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.6% |
| 7D | -4.3% | -6.1% | +1.8% | -0.8% |
| 30D | -1.5% | -9.3% | +7.8% | +4.1% |
| 3M | -15.5% | -15.2% | -0.3% | -7.9% |
| 6M | +66.5% | -14.2% | +80.7% | +79.9% |
| YTD | +159.9% | -28.3% | +188.1% | +213.5% |
| 1Y | +366.0% | -21.8% | +387.7% | +429.9% |
| 3Y | +1,285.8% | +71.6% | +1,214.2% | +880.3% |
| All | +1,285.8% | +70.5% | +1,215.3% | +880.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling