+287.5%
CAH vs GWW
+570.2%
-282.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -5.1% | -3.4% | -1.7% | -4.0% |
| 30D | +0.2% | -1.9% | +2.1% | +0.8% |
| 3M | +6.3% | -2.4% | +8.7% | +6.9% |
| 6M | +9.4% | +15.7% | -6.3% | +3.7% |
| YTD | +15.0% | +27.6% | -12.6% | +5.0% |
| 1Y | +55.4% | +27.2% | +28.3% | +41.9% |
| 3Y | +173.8% | +89.7% | +84.2% | +111.7% |
| 5Y | +395.2% | +223.9% | +171.3% | +203.6% |
| All | +287.5% | +570.2% | -282.7% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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