+957.0%
CAH vs SW
+743.1%
+214.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +3.4% |
| 7D | +7.0% | +12.1% | -5.0% | +6.6% |
| 30D | +12.4% | +6.6% | +5.8% | +12.1% |
| 3M | +12.2% | -6.0% | +18.2% | +12.3% |
| 6M | +33.2% | +21.5% | +11.7% | +32.1% |
| YTD | +28.4% | +20.3% | +8.0% | +27.2% |
| 1Y | +35.0% | +28.1% | +6.9% | +33.5% |
| 3Y | +172.2% | +51.6% | +120.6% | +165.5% |
| 5Y | +488.5% | -0.1% | +488.6% | +477.0% |
| 10Y | +427.9% | +189.7% | +238.2% | +393.7% |
| All | +957.0% | +743.1% | +214.0% | +878.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling