+411.5%
CAH vs SW
+177.1%
+234.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.1% |
| 7D | +3.5% | -2.9% | +6.4% | +3.6% |
| 30D | +13.5% | +5.0% | +8.4% | +13.1% |
| 3M | +21.8% | -13.7% | +35.5% | +22.8% |
| 6M | +51.5% | +8.0% | +43.5% | +50.5% |
| YTD | +38.1% | +14.0% | +24.1% | +36.4% |
| 1Y | +37.7% | +25.6% | +12.1% | +35.1% |
| 3Y | +179.6% | +40.1% | +139.5% | +168.5% |
| 5Y | +504.9% | -2.6% | +507.6% | +485.6% |
| All | +411.5% | +177.1% | +234.5% | +335.0% |
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