+916.1%
WDC vs CRH
+93.9%
+822.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.6% |
| 7D | -4.3% | -6.1% | +1.8% | -0.5% |
| 30D | -1.5% | -9.3% | +7.8% | +4.6% |
| 3M | -15.5% | -15.2% | -0.3% | -7.4% |
| 6M | +66.5% | -14.2% | +80.7% | +80.9% |
| YTD | +159.9% | -28.3% | +188.1% | +217.6% |
| 1Y | +366.0% | -21.8% | +387.7% | +435.2% |
| 3Y | +1,285.8% | +71.6% | +1,214.2% | +797.0% |
| All | +916.1% | +93.9% | +822.2% | +480.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling