+398.3%
CAH vs NWSA
+39.0%
+359.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -5.1% | -4.8% | -0.3% | -4.4% |
| 30D | -1.8% | +3.0% | -4.7% | -2.2% |
| 3M | +9.4% | +9.3% | +0.1% | +7.7% |
| 6M | +9.2% | +23.2% | -13.9% | +5.4% |
| YTD | +15.7% | +13.3% | +2.3% | +13.0% |
| 1Y | +59.7% | +2.9% | +56.8% | +58.3% |
| 3Y | +178.5% | +43.3% | +135.1% | +157.9% |
| 5Y | +398.3% | +40.9% | +357.4% | +362.0% |
| All | +398.3% | +39.0% | +359.2% | +362.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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