+287.5%
CAH vs BWA
+156.8%
+130.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | -5.1% | -1.3% | -3.8% | -4.8% |
| 30D | +0.2% | -2.9% | +3.1% | +0.8% |
| 3M | +6.3% | -10.7% | +17.0% | +8.7% |
| 6M | +9.4% | +26.5% | -17.1% | +2.1% |
| YTD | +15.0% | +49.1% | -34.1% | +1.8% |
| 1Y | +55.4% | +52.1% | +3.4% | +36.6% |
| 3Y | +173.8% | +72.6% | +101.3% | +126.5% |
| 5Y | +395.2% | +89.4% | +305.8% | +284.4% |
| All | +287.5% | +156.8% | +130.7% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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