+122.9%
WFC vs CRH
+93.9%
+29.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +0.4% | -6.1% | +6.4% | +3.2% |
| 30D | +1.5% | -9.3% | +10.8% | +5.9% |
| 3M | +10.2% | -15.2% | +25.4% | +18.1% |
| 6M | +18.8% | -14.2% | +33.0% | +25.6% |
| YTD | -1.5% | -28.3% | +26.7% | +13.1% |
| 1Y | +13.5% | -21.8% | +35.3% | +24.5% |
| 3Y | +135.0% | +71.6% | +63.3% | +69.2% |
| All | +122.9% | +93.9% | +29.0% | +45.2% |
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