+406.7%
CAH vs BWA
+85.3%
+321.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -2.2% | +0.1% | -2.4% | -2.3% |
| 30D | +1.2% | -5.6% | +6.7% | +1.8% |
| 3M | +13.1% | -10.7% | +23.8% | +14.3% |
| 6M | +8.5% | +23.2% | -14.7% | +5.0% |
| YTD | +17.6% | +46.0% | -28.4% | +10.3% |
| 1Y | +60.7% | +51.2% | +9.5% | +49.7% |
| 3Y | +183.2% | +69.6% | +113.6% | +156.0% |
| All | +406.7% | +85.3% | +321.4% | +335.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling