+442.0%
CAH vs SW
+182.7%
+259.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +8.5% | +2.3% | +6.2% | +8.3% |
| 30D | +17.0% | +6.8% | +10.3% | +16.6% |
| 3M | +14.6% | -5.2% | +19.8% | +14.9% |
| 6M | +42.5% | +7.4% | +35.1% | +41.7% |
| YTD | +33.5% | +17.4% | +16.1% | +31.6% |
| 1Y | +38.5% | +27.1% | +11.4% | +35.9% |
| 3Y | +179.0% | +47.9% | +131.1% | +167.0% |
| 5Y | +507.2% | -2.6% | +509.8% | +488.8% |
| All | +442.0% | +182.7% | +259.4% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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