+5,449.9%
WMB vs CRH
+6,101.6%
-651.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | 0.0% | -3.6% | +3.6% | +1.0% |
| 30D | +4.6% | -10.8% | +15.4% | +8.0% |
| 3M | +5.7% | -13.5% | +19.2% | +9.8% |
| 6M | +4.2% | -15.4% | +19.6% | +8.1% |
| YTD | +26.8% | -27.6% | +54.5% | +37.3% |
| 1Y | +34.7% | -18.4% | +53.1% | +39.9% |
| 3Y | +146.8% | +72.5% | +74.3% | +97.9% |
| 5Y | +285.0% | +99.2% | +185.9% | +188.4% |
| 10Y | +313.2% | +257.0% | +56.1% | +155.4% |
| All | +5,449.9% | +6,101.6% | -651.7% | +2,448.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling