+509.2%
CAH vs SW
+2.5%
+506.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +9.4% | +2.2% | +7.3% | +9.4% |
| 30D | +16.5% | +7.4% | +9.1% | +16.5% |
| 3M | +17.0% | -5.9% | +22.9% | +17.0% |
| 6M | +51.4% | +9.0% | +42.4% | +51.4% |
| YTD | +36.0% | +18.1% | +17.8% | +36.0% |
| 1Y | +36.0% | +28.7% | +7.3% | +36.1% |
| 3Y | +177.5% | +48.8% | +128.7% | +178.3% |
| 5Y | +509.2% | +2.5% | +506.7% | +488.5% |
| All | +509.2% | +2.5% | +506.7% | +488.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling