+599.6%
CAH vs NWSA
+123.2%
+476.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.2% |
| 7D | +0.5% | -2.6% | +3.1% | +1.3% |
| 30D | +1.7% | +4.6% | -2.8% | +0.4% |
| 3M | +17.9% | +10.2% | +7.7% | +14.2% |
| 6M | +10.9% | +21.6% | -10.7% | +4.1% |
| YTD | +17.9% | +14.6% | +3.2% | +12.2% |
| 1Y | +61.7% | +0.4% | +61.3% | +59.8% |
| 3Y | +183.7% | +45.0% | +138.8% | +145.9% |
| 5Y | +401.3% | +41.3% | +360.1% | +325.7% |
| 10Y | +293.7% | +142.8% | +150.9% | +151.8% |
| All | +599.6% | +123.2% | +476.5% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling