+433.0%
CAH vs SW
+185.4%
+247.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.8% | +2.3% |
| 7D | +6.7% | +4.7% | +2.0% | +6.4% |
| 30D | +14.7% | +5.0% | +9.7% | +14.4% |
| 3M | +12.0% | -7.3% | +19.3% | +12.3% |
| 6M | +36.2% | +15.0% | +21.3% | +34.9% |
| YTD | +31.3% | +18.5% | +12.7% | +29.3% |
| 1Y | +37.1% | +27.1% | +9.9% | +34.4% |
| 3Y | +178.3% | +49.3% | +129.0% | +166.2% |
| 5Y | +497.1% | -1.6% | +498.7% | +478.7% |
| All | +433.0% | +185.4% | +247.6% | +362.7% |
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