+298.4%
WMB vs CRH
+253.3%
+45.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -1.0% | -6.1% | +5.0% | +1.3% |
| 30D | -0.4% | -9.3% | +8.8% | +3.2% |
| 3M | +3.2% | -15.2% | +18.4% | +9.2% |
| 6M | +0.1% | -14.2% | +14.3% | +4.2% |
| YTD | +23.9% | -28.3% | +52.1% | +37.9% |
| 1Y | +27.6% | -21.8% | +49.4% | +35.9% |
| 3Y | +141.9% | +71.6% | +70.3% | +69.5% |
| 5Y | +273.8% | +96.6% | +177.2% | +135.0% |
| All | +298.4% | +253.3% | +45.1% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling