+14,817.8%
CAH vs GWW
+14,103.4%
+714.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.0% |
| 7D | +0.5% | -1.5% | +2.0% | +0.9% |
| 30D | +1.7% | +1.1% | +0.6% | +1.4% |
| 3M | +17.9% | -1.0% | +18.9% | +18.0% |
| 6M | +10.9% | +16.3% | -5.4% | +6.0% |
| YTD | +17.9% | +28.5% | -10.7% | +9.3% |
| 1Y | +61.7% | +30.3% | +31.4% | +49.1% |
| 3Y | +183.7% | +91.6% | +92.1% | +131.6% |
| 5Y | +401.3% | +224.0% | +177.4% | +247.9% |
| 10Y | +293.7% | +551.3% | -257.7% | +120.3% |
| All | +14,817.8% | +14,103.4% | +714.4% | +4,072.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling